累积剩余熵与过剩财富变换的关系及其在可靠性和风险中的应用

Q3 Mathematics

Stochastics and Quality Control Pub Date : 2021-03-21 DOI:10.1515/eqc-2020-0036

N. Unnikrishnan Nair, B. Vineshkumar

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引用次数: 2

摘要

动态累积残差熵是一种新增加的信息测度。本文研究了其与超额财富转换的关系，并利用分位数的方法推导了两者之间的恒等式。提出了一些在推断老化特性和风险措施方面具有应用价值的理论结果。它们被用作分析现实生活数据的工具。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Relation Between Cumulative Residual Entropy and Excess Wealth Transform with Applications to Reliability and Risk

Abstract Dynamic cumulative residual entropy is a new addition to the class of information measures. In the present paper, we study its relationship with excess wealth transform and derive some identities connecting the two using the quantile-based approach. Some theoretical results that have applications to infer ageing properties and risk measures are presented. These are used as tools to analyse real life data.

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来源期刊

Stochastics and Quality Control Mathematics-Discrete Mathematics and Combinatorics

CiteScore

1.10

自引率

0.00%

发文量