Some extensions of the residual lifetime and its connection to the cumulative residual entropy (Q2894062)

Let \(\overline{F}\) be a survival function. Define, recursively, the survival functions \(\overline{F}_1(x)=\overline{F}(x)\) and \(\overline{F}_{n+1}(x)=[1-\log\overline{F}_n(x)]\overline{F}_n(x)\), \(n=2,3,\dots\). Let \(X_n\) have the survival function \(\overline{F}_n\). The authors first show that the \(X_n\) are stochastically increasing in the sense of the likelihood ratio order. Then, they derive a formula that connects the dynamic cumulative residual entropy of \(X_n\) with its hazard function. Next, they obtain expressions for the Laplace transform of each \(X_n\), as well as for its equilibrium distribution, for its mean and for the covariances between \(X_n\) and \(X_{n+1}\). Some further monotonicity results and bounds are also obtained. Finally, numerical examples that validate the results are given.