摘要：In this communication, we study doubly truncated weighted Kullback–Leibler diver-gence (KLD) between two nonnegative random variables. The proposed measure is ageneralization of the dynamic weighted KLD introduced by Yasaei Sekeh et al. (2013).In reliability theory and survival analysis, it plays a significant role to study severalaspects of a system when lifetimes fall in a time interval. It is showed that undersome conditions, the proposed measure determines the distribution function uniquely.Further, characterization theorems for various lifetime distributions are proved.The effect of the monotone transformation on the proposed measure is studied.Some inequalities and bounds in terms of useful measures are obtained and finally,few applications are provided.
