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On generalized dynamic survival and failure entropies of order (α,β)

Suchandan Kayal

Statistics & Probability Letters, 2015, vol. 96, issue C, 123-132

Abstract: We provide some characterization results of the first order statistic based on the generalized survival entropy and its dynamic version. We obtain characterization results of the generalized Pareto distribution. A generalization of the failure entropy of order α, namely generalized survival entropy is introduced and its properties are studied. Further, its dynamic version is considered and some properties are discussed. Finally, characterization results of the power distribution based on generalized dynamic failure entropy and mean past lifetime are obtained.

Keywords: First order statistic; General survival and failure entropy; Generalized Pareto distribution; Power distribution; Proportional hazards model; Reversed hazard rate function (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.09.017

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