Characterizations based on generalized cumulative residual entropy functions |
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Authors: | Jorge Navarro Georgios Psarrakos |
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Affiliation: | 1. Department of Statistics and Operations Research, Universidad de Murcia, Murcia, Spain;2. Department of Statistics and Insurance Science, University of Piraeus, Piraeus, Greece |
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Abstract: | The Shannon entropy and the cumulative residual entropy (CRE) of a random variable are useful tools in probability theory. Recently, a new concept called generalized cumulative residual entropy (GCRE) of order n was introduced and studied. It is related with the record values of a sequence of i.i.d. random variables and with the relevation transform. In this paper, we show that, under some assumptions, the GCRE function of a fixed order n uniquely determines the distribution function. Some characterizations of particular probability models are obtained from this general result. |
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Keywords: | Cumulative residual entropy generalized cumulative residual entropy hazard rate mean residual life. |
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