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A residual inaccuracy measure based on the relevation transform

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Abstract

Inaccuracy and information measures based on the cumulative residual entropy are useful in various fields, and are attracting increasing attention in Probability Theory and Statistics. In this paper, we introduce and study an inaccuracy measure concerning the relevation transform of two nonnegative continuous random variables. We investigate various distributional properties and characterization results that are based on the mean residual lifetime and involve the generalized Pareto distribution. A connection with the proportional hazards model is also provided. We obtain comparison results involving the proposed inaccuracy measure and some existing inaccuracy measures. Some illustrative examples are finally given.

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Acknowledgements

We thank the anonymous referees for their helpful suggestions which enhanced the presentation of this paper. This research has been partially supported by the GNCS of INdAM.

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Authors and Affiliations

  1. Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli and Demetriou Street, Piraeus, Greece

    Georgios Psarrakos

  2. Dipartimento di Matematica, Università di Salerno, Via Giovanni Paolo II n. 132, 84084, Fisciano, SA, Italy

    Antonio Di Crescenzo

Authors
  1. Georgios Psarrakos
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  2. Antonio Di Crescenzo
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Correspondence to Georgios Psarrakos.

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Psarrakos, G., Di Crescenzo, A. A residual inaccuracy measure based on the relevation transform. Metrika 81, 37–59 (2018). https://doi.org/10.1007/s00184-017-0633-0

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  • DOI: https://doi.org/10.1007/s00184-017-0633-0

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