General weighted information and relative information generating functions with properties

Abstract: In this work, we propose two information generating functions: general weighted information and relative information generating functions, and study their properties. { It is shown that the general weighted information generating function (GWIGF) is shift-dependent and can be expressed in terms of the weighted Shannon entropy. The GWIGF of a transformed random variable has been obtained in terms of the GWIGF of a known distribution. Several bounds of the GWIGF have been proposed. We have obtained sufficient conditions under which the GWIGFs of two distributions are comparable. Further, we have established a connection between the weighted varentropy and varentropy with proposed GWIGF. An upper bound for GWIGF of the sum of two independent random variables is derived. The effect of general weighted relative information generating function (GWRIGF) for two transformed random variables under strictly monotone functions has been studied. } Further, these information generating functions are studied for escort, generalized escort and mixture distributions. {Specially, we propose weighted $\beta$-cross informational energy and establish a close connection with GWIGF for escort distribution.} The residual versions of the newly proposed generating functions are considered and several similar properties have been explored. A non-parametric estimator of the residual general weighted information generating function is proposed. A simulated data set and two real data sets are considered for the purpose of illustration. { Finally, we have compared the non-parametric approach with a parametric approach in terms of the absolute bias and mean squared error values.}