On Weighted Residual and Past Entropies
Statistics Theory
2011-06-27 v3 Statistics Theory
Abstract
We consider a "length-biased" shift-dependent information measure, related to the differential entropy in which higher weight is assigned to large values of observed random variables. This allows us to introduce the notions of "weighted residual entropy" and "weighted past entropy", that are suitable to describe dynamic information of random lifetimes, in analogy with the entropies of residual and past lifetimes introduced in [9] and [6], respectively. The obtained results include their behaviors under monotonic transformations.
Cite
@article{arxiv.math/0703489,
title = {On Weighted Residual and Past Entropies},
author = {Antonio Di Crescenzo and Maria Longobardi},
journal= {arXiv preprint arXiv:math/0703489},
year = {2011}
}
Comments
13 pages; updated on June 21, 2011