On the dynamic survival entropy

M. Abbasnejad, N.R. Arghami, S. Morgenthaler and G.R. Mohtashami Borzadaran

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1962-1971

Abstract: Recently Zografos and Nadarajah (2005) have proposed two new broad classes of measures of uncertainty based on the survival function, called the survival exponential entropy and the generalized survival exponential entropy. The survival exponential entropy preserves many of the properties of Renyi entropy. In this paper, we study some properties of the survival entropy. A dynamic form of the survival entropy of order [alpha] is proposed. Furthermore, some characterizations of the exponential distribution and the generalized Pareto distribution in terms of dynamic survival entropy are given. Some results on the survival entropy ordering are provided. A result is provided which relates the dynamic survival entropy and hazard rate orderings. Also, some classes of distributions in which some well-known distributions have the maximum dynamic survival entropy, are identified.

Keywords: Survival; entropy; Hazard; function; Residual; lifetime; distribution; Ordering; Reliability (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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