A Dynamic Discrimination Information Based On Cumulative Residual Entropy And Its Properties

Abstract

In this article, we introduce a measure of discrepancy between two life-time distributions based on cumulative residual entropy. The dynamic form of this measure is considered and some of its properties are obtained. The relations between dynamic form and some well-known concepts in reliability such as mean residual life-time, hazard rate order, and new better (worse) than used are studied.

Keywords:

• Cumulative residual entropy
• Hazard rate order
• Kullback-Liebler divergence
• Mean residual life-time function
• New better (worse) than used
• Shannon entropy

Mathematics Subject Classification:

• Primary 94A17
• Secondary 62N05, 60E15

Acknowledgment

The authors would like to thank the two referees for their careful reading and their useful comments which led to this considerably improved version.