关于双截尾分布的加权广义熵
On Weighted Generalized Entropy for Double Truncated Distribution
摘要：
截断随机变量的加权Renyi熵的概念最近在信息论文献中被提出。本文引入了双截尾分布的广义区间熵测度，即加权广义区间熵（WGIE），并在可靠性分析的背景下对其进行了研究。研究了WGIE的单调性、有界性和唯一性等性质。此外，进行了模拟研究，以证明所提出的措施，使用模拟和真实的数据集的估计的性能。还针对实际问题研究了WGIE在可靠性建模中的作用。
英文摘要：
The notion of weighted Renyi's entropy for truncated random variables has recently been proposed in the information-theoretic literature. In this paper, we introduce a generalized measure of it for double truncated distribution, namely weighted generalized interval entropy (WGIE), and study it in the context of reliability analysis. Several properties, including monotonicity, bounds and uniqueness of WGIE are investigated. Moreover, a simulation study is carried out to demonstrate the performance of the estimates of the proposed measure using simulated and real data sets. The role of WGIE in reliability modeling has also been investigated for a real-life problem.
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