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Entropy-based measure of uncertainty in past lifetime distributions
Part of
- Operations research and management science
- Survival analysis and censored data
Antonio Di Crescenzo, Maria Longobardi
Journal:

Journal of Applied Probability / Volume 39 / Issue 2 / June 2002

Published online by Cambridge University Press:

14 July 2016, pp. 434-440

Print publication:

June 2002
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As proposed by Ebrahimi, uncertainty in the residual lifetime distribution can be measured by means of the Shannon entropy. In this paper, we analyse a dual characterization of life distributions that is based on entropy applied to the past lifetime. Various aspects of this measure of uncertainty are considered, including its connection with the residual entropy, the relation between its increasing nature and the DRFR property, and the effect of monotonic transformations on it.

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Entropy-based measure of uncertainty in past lifetime distributions