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arXiv math/0703489math.STstat.TH
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关于加权残差与过去熵

On Weighted Residual and Past Entropies

Antonio Di Crescenzo, Maria Longobardi

摘要:

我们考虑了一个“长度偏置”的移位相关的信息测度,与微分熵有关,其中较高的权重被分配给观察到的随机变量的大值。这允许我们引入“加权残差熵”和“加权过去熵”的概念,它们适合于描述随机寿命的动态信息,分别类似于[9]和[6]中引入的残差和过去寿命的熵。所得结果包括了它们在单调变换下的行为。

英文摘要:

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.

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