A quantile-based Tsallis- α divergence

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Physica A: Statistical Mechanics and its Applications, ISSN: 0378-4371, Vol: 492, Page: 496-505

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Suchandan Kayal; Manas Ranjan Tripathy
Elsevier BV
Mathematics; Physics and Astronomy
article description
In the present paper, we propose a quantile version of Tsallis- α divergence and study its various properties. Examples are given in support of the importance of proposed quantile-based approach over traditional distribution-based approach. We consider quantile-based Tsallis- α divergence when random variables are truncated from both ends. Properties including bounds and inequalities are studied. Characterizations are obtained. The effects of transformations are discussed. Further, as a special case of the quantile-based doubly truncated Tsallis- α divergence, we provide a brief discussion on quantile-based residual and past Tsallis- α divergence.