Analysis and applications of the residual varentropy of random lifetimes
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Publication:6336502
DOI10.1017/S0269964820000133arXiv2003.04932MaRDI QIDQ6336502FDOQ6336502
Authors: Antonio Di Crescenzo, Luca Paolillo 
Publication date: 10 March 2020
Abstract: In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such information content, in this paper we introduce the variance of the residual lifetimes, "residual varentropy" in short. After a theoretical investigation of some properties of the residual varentropy, we illustrate certain applications related to the proportional hazards model and the first-passage times of an Ornstein-Uhlenbeck jump-diffusion process.
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