Abstract
In this work, we propose cumulative residual information generating (CRIG) and relative cumulative residual information generating (RCRIG) measures and then establish some of their properties. A new divergence measure based on the CRIG function is proposed to measure the closeness between two survival functions as well as a cumulative residual Kullback-Leibler divergence. We also present Jensen-cumulative residual information generating function, whose derivatives generate some new cumulative information measures such as Jensen-cumulative residual Taneja entropy, Jensen-fractional cumulative residual entropy and Jensen-Gini mean difference measure. We further show that the Jensen-cumulative residual information generating function can be expressed as a mixture of two versions of the proposed new divergence measure.
Acknowledgments
The authors thank the reviewer for useful comments which led to an improvement in this manuscript.