Dynamic Information Volatility Function
| Autor: | Rajesh Ganapathi, Sreenarayanapurath Madhavan Sunoj, Paduthol Godan Sankaran |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | Statistica, Vol 80, Iss 3, Pp 233-243 (2021) |
| Druh dokumentu: | article |
| ISSN: | 0390-590X 1973-2201 |
| DOI: | 10.6092/issn.1973-2201/8748 |
| Popis: | 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. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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