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Non-parametric estimation of the generalized past entropy function with censored dependent data

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Listed:
  • Maya, R.
  • Abdul-Sathar, E.I.
  • Rajesh, G.

Abstract

The generalized past entropy function introduced by Gupta and Nanda (2002) is viewed as a dynamic measure of uncertainty in past life. This measure finds applications in modeling past life time data. In the present work we provide non-parametric kernel-type estimator for the generalized past entropy function based on censored data. Asymptotic properties of the estimator are established under suitable regularity conditions. Simulation studies are carried out using the Monte Carlo method.

Suggested Citation

  • Maya, R. & Abdul-Sathar, E.I. & Rajesh, G., 2014. "Non-parametric estimation of the generalized past entropy function with censored dependent data," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 129-135.
    • Handle: RePEc:eee:stapro:v:90:y:2014:i:c:p:129-135
    DOI: 10.1016/j.spl.2014.03.012
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    References listed on IDEAS

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    1. Di Crescenzo, Antonio & Longobardi, Maria, 2004. "A measure of discrimination between past lifetime distributions," Statistics & Probability Letters, Elsevier, vol. 67(2), pages 173-182, April.
    2. Athanasios Sachlas & Takis Papaioannou, 2014. "Residual and Past Entropy in Actuarial Science and Survival Models," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 79-99, March.
    3. Asok Nanda & Prasanta Paul, 2006. "Some Properties of Past Entropy and their Applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 64(1), pages 47-61, August.
    4. Cai, Zongwu, 1998. "Kernel Density and Hazard Rate Estimation for Censored Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 23-34, October.
    5. Felix Belzunce & Jorge Navarro & José M. Ruiz & Yolanda del Aguila, 2004. "Some results on residual entropy function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 59(2), pages 147-161, May.
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