Abstract
Numerous information indices have been developed in the information theoretic literature and extensively used in various disciplines. One of the relevant developments in this area is the Kerridge inaccuracy measure. Recently, a new measure of inaccuracy was introduced and studied by using the concept of relevation transform, which is related to the upper record values of a sequence of independent and identically distributed random variables. Along this line of research, we introduce an analogue of the inaccuracy measure based on the reversed relevation transform. We discuss some theoretical merits of the proposed measure and provide several results involving equivalent formulas, bounds, monotonicity and stochastic orderings. Our results are also based on the mean inactivity time and the new concept of reversed relevation inaccuracy ratio.
Similar content being viewed by others
References
Asadi M, Zohrevand Y (2007) On the dynamic cumulative residual entropy. J Stat Plan Inference 137:1931–1941
Belzunce F, Martínez-Riquelme C, Ruiz JM, Sordo MA (2017) On the comparison of relative spacings with applications. Methodol Comput Appl Probab 19:357–376
Block HW, Savits TH, Singh H (1998) The reversed hazard rate function. Probab Eng Inf Sci 12:69–90
Burnham KP, Anderson DR (2002) Model selection and multimodel inference. A practical information-theoretic approach, 2nd edn. Springer, New York
Choe Y (2017) Information criterion for minimum cross-entropy model selection. arxiv:1704.04315
Di Crescenzo A, Longobardi M (2009) On cumulative entropies. J Stat Plan Inference 139:4072–4087
Di Crescenzo A, Longobardi M (2015) Some properties and applications of cumulative Kullback–Leibler information. Appl Stoch Models Bus Ind 31:875–891
Di Crescenzo A, Martinucci B, Zacks S (2015) Compound Poisson process with a Poisson subordinator. J Appl Prob 52:360–374
Di Crescenzo A, Toomaj A (2015) Extension of the past lifetime and its connection to the cumulative entropy. J Appl Prob 52:1156–1174
Di Crescenzo A, Toomaj A (2017) Further results on the generalized cumulative entropy. Kybernetika 53:959–982
Ebrahimi N, Soofi ES, Soyer R (2010) Information measures in perspective. Int Stat Rev 78(3):383–412
Fraser DAS (1965) On information in statistics. Ann Math Stat 36:890–896
Kayal S (2016) On generalized cumulative entropies. Probab Eng Inf Sci 30:640–662
Kayal S (2018) On weighted generalized cumulative residual entropy of order \(n\). Methodol Comput Appl Probab 20:487–503
Kayal S, Sunoj SM (2017) Generalized Kerridges inaccuracy measure for conditionally specified models. Commun Stat Theory Methods 46:8257–8268
Kayal S, Sunoj SM, Rajesh G (2017) On dynamic generalized measures of inaccuracy. Statistica 77:133–148
Karlin S (1968) Total positivity. Stanford University Press, Stanford, CA
Kayid M, Ahmad IA (2004) On the mean inactivity time ordering with reliability applications. Probab Eng Inf Sci 18:395–409
Kerridge DF (1961) Inaccuracy and inference. J R Stat Soc B 23:184–194
Krakowski M (1973) The relevation transform and a generalization of the Gamma distribution function. Reve Francaise d’Automatiqe, Informatigue et Recherche Operationnelle 7:107–120
Kullback S, Leibler RA (1951) On information and sufficiency. Ann Math Stat 22:79–86
Kumar V, Taneja HC (2015) Dynamic cumulative residual and past inaccuracy measures. J Stat Theory Appl 14:399–412
Kumar V, Taneja HC, Srivastava R (2011) A dynamic measure of inaccuracy between two past lifetime distributions. Metrika 74:1–10
Kundu C, Di Crescenzo A, Longobardi M (2016) On cumulative residual (past) inaccuracy for truncated random variables. Metrika 79:335–356
Nanda AK, Singh H, Misra N, Paul P (2003) Reliability properties of reversed residual lifetime. Commun Stat Theory Methods 32:2031–2042
Nath P (1968) Inaccuracy and coding theory. Metrika 13:123–135
Navarro J, del Aguila Y, Asadi M (2010) Some new results on the cumulative residual entropy. J Stat Plan Inference Infer:310–322
Navarro J, Psarrakos G (2017) Characterizations based on generalized cumulative residual entropy functions. Commun Stat Theory Methods 46:1247–1260
Orsingher E, Polito F (2010) Composition of poissonprocesses. In: Oleg V (ed) Proceedings of XIV international conference on eventological mathematics and related fields. State Trade and Economic Institute, Siberian Federal University, Krasn, Krasnoyarsk, pp 13–18
Orsingher E, Polito F (2012) Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes. J Stat Phys 148:233–249
Park S, Rao M, Shin DW (2012) On cumulative residual Kullback–Leibler information. Stat Prob Lett 82:2025–2032
Psarrakos G, Di Crescenzo A (2018) A residual inaccuracy measure based on the relevation transform. Metrika 81:37–59
Psarrakos G, Navarro J (2013) Generalized cumulative residual entropy and record values. Metrika 76:623–640
Rao M, Chen Y, Vemuri B, Fei W (2004) Cumulative residual entropy: a new measure of information. IEEE Trans Inf Theory 50(6):1220–1228
Rezaei M, Gholizadeh B, Izadkhah S (2015) On relative reversed hazard rate order. Commun Stat Theory Methods 44:300–308
Shaked M, Shanthikumar JG (2007) Stochastic orders and their applications. Academic Press, San Diego
Taneja HC, Kumar V, Srivastava R (2009) A dynamic measure of inaccuracy between two residual lifetime distributions. Int Math Forum 25:1213–1220
Toomaj A, Sunoj S, Navarro J (2017) Some properties of the cumulative residual entropy of coherent and mixed systems. J Appl Probab 54:379–393
Acknowledgements
The first author is a member of the Research group GNCS of INdAM. The third author is partially supported by a grant from Gonbad Kavous University.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
On behalf of all authors, the corresponding author states that there is no conflict of interest.
Rights and permissions
About this article
Cite this article
Di Crescenzo, A., Kayal, S. & Toomaj, A. A past inaccuracy measure based on the reversed relevation transform. Metrika 82, 607–631 (2019). https://doi.org/10.1007/s00184-018-0696-6
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00184-018-0696-6
Keywords
- Cumulative (past) entropy
- Mean inactivity time
- Reversed relevation transform
- Stochastic orders
- Proportional reversed hazard rates model