Quantile Approach of Dynamic Generalized Entropy (Divergence) Measure

Vikas Kumar () and Rekha Rani ()
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Vikas Kumar: UIET, M. D. University - India
Rekha Rani: UIET, M. D. University - India

Statistica, 2018, vol. 78, issue 2, 105-126

Abstract: In the present paper, we propose a quantile version of generalized entropy measure for residual and past lifetimes and study their properties. Lower and upper bounds of the proposed measures are derived. Some of the quantile lifetime distributions have been characterized. We also introduce quantile versions of the eneralized divergence measure of Varma between two residual and two past lifetime random variables. Some properties of this measure are studied and a characterization of the proportional (reversed) hazards model is given.

Keywords: Quantile function; Varma's entropy; Divergence measure; Hazard quantile function; PH Model. (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:78:y:2018:i:2:p:105-126

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