The Conditional Dynamic Cumulative Residual Entropy

Abstract

The Cumulative Residual Entropy (CRE), introduced by Rao et al. (2004), is viewed as a dynamic measure of uncertainty. Recently Asadi and Zohrevand (2007) proposed a dynamic form for the CRE, namely Dynamic Cumulative Residual Entropy (DCRE), and has discussed some of its properties. In this paper, we look into the problem of extending this concept to the conditionally specified models and study various properties of the new measures. We also propose nonparametric estimation for the new measures defined and performance of the estimators are compared using a simulation study.