Entropy-based measure of uncertainty in past lifetime distributions
Tóm tắt
As proposed by Ebrahimi, uncertainty in the residual lifetime distribution can be measured by means of the Shannon entropy. In this paper, we analyse a dual characterization of life distributions that is based on entropy applied to the past lifetime. Various aspects of this measure of uncertainty are considered, including its connection with the residual entropy, the relation between its increasing nature and the DRFR property, and the effect of monotonic transformations on it.
Từ khóa
Tài liệu tham khảo
Ebrahimi, 2000, The maximum entropy method for lifetime distributions, Sankhyā A, 62, 236
Di Crescenzo, 2001, The up reversed hazard rate stochastic order, Sci. Math. Japon., 54, 575
Ebrahimi, 1996, How to measure uncertainty in the residual life time distribution, Sankhyā A, 58, 48
Taneja, 1990, Lectures in Applied Mathematics and Informatics, 107
Wiener, 1961, Cybernetics
Navarro J. , Belzunce F. , Ruiz J. M. , and Del Aguila Y. (2002). Some results on residual entropy function. Preprint. To appear in Abstracts Book, 3rd Internat. Conf. Math. Methods Reliab. (17–20 June 2002, Trondheim, Norway).