相关论文: Analysis and applications of the residual varentro…

In Reliability Theory, uncertainty is measured by the Shannon entropy. Recently, in order to analyze the variability of such measure, varentropy has been introduced and studied. In this paper we define a new concept of varentropy for past…

In information theory, it is of recent interest to study variability of the uncertainty measures. In this regard, the concept of varentropy has been introduced and studied by several authors in recent past. In this communication, we study…

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…

In the present work, we provide the asymptotic behavior of the residual-past entropy, of the mean residual-past lifetime distribution and of the residual-past inaccuracy measure. We are interested in these measures of uncertainty in the…

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

The purpose of this paper is to introduce, study and analyze a new stochastic order which lies in the framework of the mean residual life and the combination convexity orders. Several preservation properties of the new order under…

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the…

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Recently, authors have studied inequalities involving expectations of selected functions viz. failure rate, mean residual life, aging intensity function and log-odds rate which are defined for left truncated random variables in reliability…

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

The statistics of the resonance widths and the behavior of the survival probability is studied in a particular model of quantum chaotic scattering (a particle in a periodic potential subject to static and time-periodic forces) introduced…

In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Recently Qiu et al. (2017) have introduced residual extropy as measure of uncertainty in residual lifetime distributions analogues to residual entropy (1996). Also, they obtained some properties and applications of that. In this paper, we…

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

Redundancy of experimental data is the basic statistic from which the complexity of a natural phenomenon and the proper number of experiments needed for its exploration can be estimated. The redundancy is expressed by the entropy of…

The variance of (relative) surprisal, also known as varentropy, so far mostly plays a role in information theory as quantifying the leading order corrections to asymptotic i.i.d.~limits. Here, we comprehensively study the use of it to…

We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…