Empirical Likelihood Based Inference for a Divergence Measure Based on Survival Extropy
Naresh Garg, Isha Dewan, Sudheesh Kumar Kattumannil
TL;DR
This work proposes a survival-based divergence measure $D$ built from squared differences of survival functions, grounded in extropy, and develops three nonparametric estimators (U-statistics, empirical, kernel). It provides two inference schemes—normal approximation with jackknife variance and jackknife empirical likelihood—for constructing confidence intervals, with a comprehensive Monte Carlo study showing the U-statistic estimator often delivers the best accuracy and JEL CIs outperforming normal methods. The authors demonstrate practical utility through real-data analyses in biomedical survival studies and image-dbased tasks, illustrating how $D$ can detect subtle differences between populations and even small image changes. Overall, the paper advances flexible, nonparametric tools for comparing lifetime distributions and demonstrates their applicability in diverse domains.
Abstract
Survival extropy, which quantifies the uncertainty associated with the remaining lifetime distribution, provides an information-theoretic perspective on survival behavior. We consider a divergence measure based on survival extropy and derive its nonparametric estimators based on U-statistics, empirical distribution functions, and kernel density. Further, we construct confidence intervals for the divergence measure using the jackknife empirical likelihood (JEL) method and the normal approximation method with a jackknife pseudo-value-based variance estimator. A comprehensive Monte Carlo simulation study is conducted to compare the performance of the measure with existing divergence measures. Additionally, we evaluate the finite-sample performance of various estimators for the proposed measure. The findings highlight the effectiveness of the divergence measure and its estimators in practical applications. Finally, we show how the proposed divergence measure is used to detect the small differences between images in image datasets.
