Some results on ordering of survival functions through uncertainty

Nader Ebrahimi and S. N. U. A. Kirmani

Statistics & Probability Letters, 1996, vol. 29, issue 2, 167-176

Abstract: A direct approach to measure uncertainty in the residual life time distribution has been initiated by Ebrahimi (1995) and explored further by Ebrahimi and Pellerey (1995). In this paper, some new properties of the proposed measure are derived and the impact of aging characteristics on the uncertainty of residual life studied. The results obtained help in establishing the uncertainty ordering between survival functions. Further, conditions for decreasing (increasing) uncertainty of residual life are also given.

Keywords: Entropy; Hazard; function; Life; distribution; Mean; residual; life; time; function; Shannon's; measure; of; information; Stochastic; ordering (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (12)

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