Journal of Applied Probability
- J. Appl. Probab.
- Volume 39, Number 2 (2002), 434-440.
Entropy-based measure of uncertainty in past lifetime distributions
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.
J. Appl. Probab. Volume 39, Number 2 (2002), 434-440.
First available in Project Euclid: 26 June 2002
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Di Crescenzo, Antonio; Longobardi, Maria. Entropy-based measure of uncertainty in past lifetime distributions. J. Appl. Probab. 39 (2002), no. 2, 434--440. doi:10.1239/jap/1025131441. http://projecteuclid.org/euclid.jap/1025131441.