Autori: Sankaran, Paduthol Godan , Sunoj, Sreenarayanapurath Madhavan , Ganapathy, Rajesh
Titolo: Dynamic Information Volatility Function
Periodico: Statistica
Anno: 2020 - Volume: 80 - Fascicolo: 3 - Pagina iniziale: 233 - Pagina finale: 243

Liu (2007) discussed a new measure, known as the information volatility function to study the variability of the uncertainty contained in a probability distribution. In the present paper, we extend this concept to the residual random variable, a dynamic information volatility function and study its usefulness in reliability modelling. Different ageing and characterization properties of dynamic information volatility function are also derived.


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SICI: 0390-590X(2020)80:3<233:DIVF>2.0.ZU;2-O

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