Bivariate extension of dynamic cumulative residual entropy

• Published in: Statistical methodology Vol. 16; pp. 72 - 82
• Main Authors: Rajesh, G., Abdul-Sathar, E.I., Muraleedharan Nair, K.R., Reshmi, K.V.
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.01.2014
• Subjects: Bivariate failure rate; Bivariate mean residual life function; Characterisation of probability distributions; Cumulative residual entropy; Characterisation of probability distributions; Cumulative residual entropy; Bivariate mean residual life function; Bivariate failure rate
• ISSN: 1572-3127; 1878-0954
• DOI: 10.1016/j.stamet.2013.07.006

The cumulative residual entropy (CRE), introduced by Rao et al. (2004) [23], is viewed as a dynamic measure of uncertainty. Recently Asadi and Zohrevand (2007) [2] proposed a dynamic form of CRE, namely dynamic cumulative residual entropy (DCRE), and discussed some of its properties. The present paper addresses the question of extending the definition of DCRE to bivariate setup and study its properties. We also look into the problem of characterising certain bivariate models using the functional form of the DCRE. Further, we define new classes of life distributions based on this measure.