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ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES
Probability in the Engineering and Informational Sciences ( IF 0.7 ) Pub Date : 2020-03-18 , DOI: 10.1017/s0269964820000133
Antonio Di Crescenzo , Luca Paolillo

Reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such information content, in this paper we introduce the variance of the residual lifetimes, “residual varentropy” in short. After a theoretical investigation of some properties of the residual varentropy, we illustrate certain applications related to the proportional hazards model and the first-passage times of an Ornstein–Uhlenbeck jump-diffusion process.

中文翻译:

随机寿命剩余变数的分析与应用

可靠性理论和生存分析,残差熵被称为适合描述以生存为条件的随机系统中的动态信息内容的度量。为了分析这些信息内容的可变性,在本文中我们介绍了剩余寿命的方差,简称“剩余可变熵”。在对剩余变熵的一些性质进行了理论研究之后,我们说明了与比例风险模型和 Ornstein-Uhlenbeck 跳跃扩散过程的首次通过时间相关的某些应用。
更新日期:2020-03-18
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