Residual entropy and its characterizations in terms of hazard function and mean residual life function

被引：56

作者：

Asadi, M

Ebrahimi, N

机构：

[1] Univ Isfahan, Dept Stat, Esfahan 81744, Iran

[2] No Illinois Univ, Div Stat, De Kalb, IL 60115 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 49卷 / 03期

关键词：

residual uncertainty; hazard rate function; mean residual life function; generalized Pareto distribution; order statistics; record values; entropy;

D O I：

10.1016/S0167-7152(00)00056-0

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：

A direct approach to measure uncertainty in the residual life time distribution has been initiated by Ebrahimi (1996, Sankhya Ser. A 58, 48-57) and explored further by Ebrahimi and Pellerey (1995) and Ebrahimi and Kirmani (1996). In this paper, some new properties of the proposed measure in connection to order statistics and record values are derived. The generalized Pareto distribution has been widely used in the literature, We have also given several characterizations of this distribution in terms of the proposed measure, (C) 2000 Published by Elsevier Science B.V. All rights reserved.

引用

页码：263 / 269

页数：7

共 11 条

[1]

Arnold B. C., 1998, A First Course in Order Statistics

[2]

BARLOW RE, 1981, STAT THEORY REALIABI

[3] AGE-DEPENDENT MINIMAL REPAIR [J].