Abstract
Non-additive measures are important for many applications. In this paper we propose an extension of the non-additive measure using the concept of Kerridge inaccuracy and cumulative Tsallis entropy. Several properties including non-linear transformation, bounds and characterizations are obtained using this measure. We also study different properties of the quantile version of the proposed measure. Finally, we numerically illustrate the usefulness of the measure and its quantile form using kernel density estimators.
Acknowledgments
The authors wish to thank the editor and anonymous reviewers for their constructive comments in the earlier draft of the paper. The first author wishes to thank Cochin University of Science and Technology, India, for the financial support.
Conflict of interest statement
On behalf of all authors, the corresponding author states that there is no conflict of interest.