Entropy-based measure of uncertainty in past lifetime distributions



Journal of Applied Probability

Entropy-based measure of uncertainty in past lifetime distributions

Antonio Di Crescenzo and Maria Longobardi

Source: J. Appl. Probab. Volume 39, Number 2 (2002), 434-440.

Abstract

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.

Primary Subjects: 62N05
Secondary Subjects: 90B25
Keywords: Residual lifetime; reversed hazard function; DRFR property; monotonic transformation

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1025131441
Digital Object Identifier: doi:10.1239/jap/1025131441
Mathematical Reviews number (MathSciNet): MR1908960
Zentralblatt MATH identifier: 1003.62087


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