In this paper, we consider a shift-dependent measure of generalized cumulative entropy and its dynamic (past) version in the case where the weight is a general non-negative function. Our results include linear transformations, stochastic ordering, bounds and aging classes properties and some relationships with other survival concepts. We also define the conditional weighted generalized cumulative entropy and weighted generalized cumulative Kerridge inaccuracy measure. For these concepts, we obtain some properties and characterization results under suitable assumptions. Finally, we propose an estimator of this shift-dependent measure using empirical approach. In addition, we study large sample properties of this estimator.
An extension of weighted generalized cumulative past measure of information / Tahmasebi, S.; Longobardi, M.; Foroghi, F.; Lak, F.. - In: RICERCHE DI MATEMATICA. - ISSN 0035-5038. - 69:1(2020), pp. 53-81. [10.1007/s11587-019-00448-w]
An extension of weighted generalized cumulative past measure of information
Longobardi M.
;
2020
Abstract
In this paper, we consider a shift-dependent measure of generalized cumulative entropy and its dynamic (past) version in the case where the weight is a general non-negative function. Our results include linear transformations, stochastic ordering, bounds and aging classes properties and some relationships with other survival concepts. We also define the conditional weighted generalized cumulative entropy and weighted generalized cumulative Kerridge inaccuracy measure. For these concepts, we obtain some properties and characterization results under suitable assumptions. Finally, we propose an estimator of this shift-dependent measure using empirical approach. In addition, we study large sample properties of this estimator.File | Dimensione | Formato | |
---|---|---|---|
tahmasebi2020ricerche.pdf
solo utenti autorizzati
Tipologia:
Altro materiale allegato
Licenza:
Dominio pubblico
Dimensione
413.55 kB
Formato
Adobe PDF
|
413.55 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.