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

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
N. Unnikrishnan Nair ◽  
B. Vineshkumar

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.

2018 ◽  
Vol 34 (1) ◽  
pp. 92-111 ◽  
Author(s):  
Camilla Calì ◽  
Maria Longobardi ◽  
Jorge Navarro

AbstractThe Shannon entropy based on the probability density function is a key information measure with applications in different areas. Some alternative information measures have been proposed in the literature. Two relevant ones are the cumulative residual entropy (based on the survival function) and the cumulative past entropy (based on the distribution function). Recently, some extensions of these measures have been proposed. Here, we obtain some properties for the generalized cumulative past entropy. In particular, we prove that it determines the underlying distribution. We also study this measure in coherent systems and a closely related generalized past cumulative Kerridge inaccuracy measure.


Author(s):  
Vanderlei da Costa Bueno ◽  
Narayanaswamy Balakrishnan

Inaccuracy and information measures based on cumulative residual entropy are quite useful and have attracted considerable attention in many fields including reliability theory. Using a point process martingale approach and a compensator version of Kumar and Taneja's generalized inaccuracy measure of two nonnegative continuous random variables, we define here an inaccuracy measure between two coherent systems when the lifetimes of their common components are observed. We then extend the results to the situation when the components in the systems are subject to failure according to a double stochastic Poisson process.


2020 ◽  
Vol 2 (4) ◽  
pp. 560-578
Author(s):  
Saúl J. C. Salazar ◽  
Humberto G. Laguna ◽  
Robin P. Sagar

A definition of three-variable cumulative residual entropy is introduced, and then used to obtain expressions for higher order or triple-wise correlation measures, that are based on cumulative residual densities. These information measures are calculated in continuous variable quantum systems comprised of three oscillators, and their behaviour compared to the analogous measures from Shannon information theory. There is an overall consistency in the behaviour of the newly introduced measures as compared to the Shannon ones. There are, however, differences in interpretation, in the case of three uncoupled oscillators, where the correlation is due to wave function symmetry. In interacting systems, the cumulative based measures are shown in order to detect salient features, which are also present in the Shannon based ones.


2014 ◽  
Vol 25 (4) ◽  
pp. 233-238 ◽  
Author(s):  
Martin Peper ◽  
Simone N. Loeffler

Current ambulatory technologies are highly relevant for neuropsychological assessment and treatment as they provide a gateway to real life data. Ambulatory assessment of cognitive complaints, skills and emotional states in natural contexts provides information that has a greater ecological validity than traditional assessment approaches. This issue presents an overview of current technological and methodological innovations, opportunities, problems and limitations of these methods designed for the context-sensitive measurement of cognitive, emotional and behavioral function. The usefulness of selected ambulatory approaches is demonstrated and their relevance for an ecologically valid neuropsychology is highlighted.


Author(s):  
Eleni Pantazi ◽  
Alexios Travlos ◽  
Evaggelia Vogiatzi ◽  
Ifigenia Kostoglou-Athanassiou

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