Maximum Tsallis entropy with generalized Gini and Gini mean difference indices constraints

2017 ◽  
Vol 471 ◽  
pp. 554-560 ◽  
Author(s):  
A. Khosravi Tanak ◽  
G.R. Mohtashami Borzadaran ◽  
J. Ahmadi
Keyword(s):  
Mean Difference ◽  
Tsallis Entropy ◽  
Gini Mean Difference

The Use of Gini Mean Difference for Monitoring Process Capability

2015 ◽  
Vol 4 (1) ◽  
pp. 45-66
Author(s):  
Kalpana Mahajan ◽  
Sangeeta Arora ◽  
Priyanka Vashista
Keyword(s):  
Process Capability ◽  
Mean Difference ◽  
Gini Mean Difference ◽  
Monitoring Process

Notes on Cumulative Entropy as a Risk Measure

2019 ◽  
Vol 34 (1) ◽  
pp. 1-7
Author(s):  
Saeid Tahmasebi ◽  
Hojat Parsa
Keyword(s):  
Standard Deviation ◽  
Stock Market ◽  
Risk Measure ◽  
Oecd Countries ◽  
Mean Difference ◽  
Empirical Approach ◽  
Differential Entropy ◽  
Gini Mean Difference ◽  
Cumulative Entropy

Abstract Di Crescenzo and Longobardi [Di Crescenzo and Longobardi, On cumulative entropies, J. Statist. Plann. Inference 139 2009, 12, 4072–4087] proposed the cumulative entropy (CE) as an alternative to the differential entropy. They presented an estimator of CE using empirical approach. In this paper, we consider a risk measure based on CE and compare it with the standard deviation and the Gini mean difference for some distributions. We also make empirical comparisons of these measures using samples from stock market in members of the Organization for Economic Co-operation and Development (OECD) countries.

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