1. Cumulative Residual and Relative Cumulative Residual Fisher Information and Their Properties
- Author
-
Narayanaswamy Balakrishnan and Omid Kharazmi
- Subjects
De Bruijn sequence ,Function (mathematics) ,Library and Information Sciences ,Residual ,Computer Science Applications ,symbols.namesake ,Statistics ,symbols ,Entropy (information theory) ,Fisher information ,Residual entropy ,Random variable ,Jensen's inequality ,Information Systems ,Mathematics - Abstract
In this work, we propose cumulative residual Fisher information and relative cumulative residual Fisher information measures and establish some of their properties. We first show that these cumulative Fisher measures can be expressed based on the hazard function. We then define extended versions of cumulative residual entropy and cumulative residual Fisher information measures based on the Jensen inequality. We also discuss connections between these information measures based on a new version of de Bruijn’s identity for survival functions.
- Published
- 2021
- Full Text
- View/download PDF