In a variety of applicative fields the level of information in randomquantities is commonly measured by means of the Shannon Entropy. In particular, in reliability theory and survival analysis, time-dependent generalizations of this measure of uncertainty have been considered to dynamically describe changes in the degree of information over time. The Residual Entropy and the Residual Varentropy, for example, have been considered in the specialized literature to measure the information and its variability in residual lifetimes. In a similar way, one can consider dynamic measures of information for past lifetimes, i.e., for random lifetimes of items when one assumes that their failures occur before a fixed inspection time. This paper provides a study of the Past Varentropy, defined as the dynamic measure of variability of information for past lifetimes. From this study emerges the interest on a particular family of lifetimes distributions, whose members satisfy the property to be the only ones having constant Past Varentropy.

Varentropy of Past Lifetimes / Buono, Francesco; Longobardi, Maria; Pellerey, Franco. - In: MATHEMATICAL METHODS OF STATISTICS. - ISSN 1066-5307. - ELETTRONICO. - 31:2(2022), pp. 57-73. [10.3103/S106653072202003X]

Varentropy of Past Lifetimes

Pellerey, Franco
2022

Abstract

In a variety of applicative fields the level of information in randomquantities is commonly measured by means of the Shannon Entropy. In particular, in reliability theory and survival analysis, time-dependent generalizations of this measure of uncertainty have been considered to dynamically describe changes in the degree of information over time. The Residual Entropy and the Residual Varentropy, for example, have been considered in the specialized literature to measure the information and its variability in residual lifetimes. In a similar way, one can consider dynamic measures of information for past lifetimes, i.e., for random lifetimes of items when one assumes that their failures occur before a fixed inspection time. This paper provides a study of the Past Varentropy, defined as the dynamic measure of variability of information for past lifetimes. From this study emerges the interest on a particular family of lifetimes distributions, whose members satisfy the property to be the only ones having constant Past Varentropy.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2971829