کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4637805 1631982 2017 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the generalized cumulative residual entropy with applications in actuarial science
ترجمه فارسی عنوان
درباره آنتروپی باقیمانده تجمعی تعمیم یافته با برنامه های کاربردی در علوم آماری
کلمات کلیدی
آنتروپی باقیمانده تجمعی تعمیم یافته؛ توزیع Weibull؛ آمار سفارش ؛ افزایش سفارش محدب؛ نتایج تشخیص؛ اندازه گیری خطر راست دم
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی

Recently, Psarrakos and Navarro (2013) proposed a new measure of uncertainty which extends the cumulative residual entropy (CRE), called the generalized cumulative residual entropy (GCRE). In the present paper, new properties and applications in actuarial risk measures of the GCRE are explored. Bounds, stochastic order properties and characterization results of the new entropy are also discussed. It is shown that the GCRE is invariant under changes in location, and scale directly with scale of a random variable; the same properties also hold for the standard deviation. It is also proved that the GCRE of the first order statistics can uniquely determine the parent distribution. The Weibull distribution, which is commonly used in several fields of applied probability, is characterized by using the mentioned generalized measure. The GCRE is studied as a risk measure and is compared to the standard deviation and the right-tail risk measure, where the latter measure was introduced by Wang (1998). Several examples are also given to illustrate the new results.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 309, 1 January 2017, Pages 186–199
نویسندگان
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