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  • 标题:Dynamic Information Volatility Function
  • 本地全文:下载
  • 作者:Rajesh Ganapathi ; Sreenarayanapurath Madhavan Sunoj ; Paduthol Godan Sankaran
  • 期刊名称:Statistica
  • 印刷版ISSN:1973-2201
  • 出版年度:2021
  • 卷号:80
  • 期号:3
  • 页码:233-243
  • DOI:10.6092/issn.1973-2201/8748
  • 语种:English
  • 出版社:Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
  • 摘要: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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