Entropy-based measure of uncertainty in past lifetime distributions

被引：164
|
作者：
Di Crescenzo, A
Longobardi, M
机构：
[1] Univ Naples Federico II, Dipartimento Matemat & Applicaz, I-80126 Naples, Italy
[2] Univ Basilicata, Potenza, Italy
来源：
JOURNAL OF APPLIED PROBABILITY | 2002年 / 39卷 / 02期
关键词：
residual lifetime; reversed hazard function; DRFR property; monotonic transformation;
D O I：
10.1239/jap/1025131441
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：434 / 440
页数：7
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