On some dynamic generalized information measures for bivariate lifetimes

Chanchal Kundu and Amit Ghosh

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 22, 5497-5513

Abstract: Several generalizations to the concept of Kullback-Leibler divergence measure and Kerridge inaccuracy measure are available in the literature. In a recent paper Kundu (Metrika, 78:415–435, 2015) considered a generalized K-L divergence measure of order (α, β). Nath (Metrika, 13:123–135, 1968) has also proposed generalized inaccuracy measure of order α. Here we address the question of extending these measures to higher dimensions with reference to residual lifetimes. In the present work, the generalized divergence and inaccuracy measures are extended for conditional lifetimes of two components having possibly different ages. Several properties, including monotonicity, and bounds of these measures are obtained for conditional random variables. Moreover, we study the effect of (increasing) monotone transformation on these generalized measures.

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2017.1395051 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5497-5513

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2017.1395051

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().