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ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE
Probability in the Engineering and Informational Sciences ( IF 0.7 ) Pub Date : 2019-04-23 , DOI: 10.1017/s0269964819000135
Georgios Psarrakos , Abdolsaeed Toomaj

The elasticity of life expectancy is an important feature in life tables. It is also known as life table entropy in the areas of demography and biology, and as normalized cumulative residual entropy in reliability theory. The elasticity of life expectancy provides useful information on studying the way in which small variations in the force of mortality (or hazard rate) affects the life expectancy. In this paper, a perturbation analysis of the hazard rate to the expected interepoch intervals in a non-homogeneous Poisson process is applied, and further interpretations are given by using a normalized version of the generalized cumulative residual entropy. Properties of the elasticity, including ordering results, bounds and empirical estimation, are obtained. Moreover, the dynamic version of the elasticity is studied, and some monotonicity and characterization results are given.

中文翻译:

危险率小变化下非齐次 Poisson 过程的期间预期弹性

预期寿命的弹性是生命表中的一个重要特征。它在人口学和生物学领域也称为生命表熵,在可靠性理论中称为归一化累积残差熵。预期寿命的弹性为研究死亡率(或危险率)的微小变化如何影响预期寿命提供了有用的信息。在本文中,应用了非齐次泊松过程中预期跨期间隔的风险率的扰动分析,并通过使用广义累积残差熵的归一化版本给出了进一步的解释。获得了弹性的属性,包括排序结果、界限和经验估计。此外,研究了弹性的动态版本,
更新日期:2019-04-23
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