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Paper detail

On Weighted Residual and Past Entropies

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.

preprint2011arXivOpen access
Antonio Di CrescenzoMaria Longobardi
math.STStatistics Theory
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Antonio Di CrescenzoMaria Longobardi

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