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On weighted Renyi’s entropy for double-truncated distribution

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  • Shivangi Singh
  • Chanchal Kundu

Abstract

In a recent paper, Nourbakhsh and Yari (2017) introduce the weighted version of Renyi’s entropy for left/right truncated random variables and studied their properties in context of reliability analysis. In the present communication we extend the notion of weighted Renyi’s entropy for two-sided truncated random variable. In reliability theory and survival analysis, this measure may help to study the quantitative-qualitative information spectrum of a system/component when it fails between two time points. Various aspects of weighted Renyi’s interval entropy have been discussed and some mistakes in the preceding literature have also been corrected. These results generalize and enhance the related existing results that are developed based on weighted Renyi’s entropy for one-sided truncated random variable. Finally, a simulation study is added to provide the estimates of the proposed measure and to demonstrate the performance of the estimates.

Suggested Citation

  • Shivangi Singh & Chanchal Kundu, 2019. "On weighted Renyi’s entropy for double-truncated distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(10), pages 2562-2579, May.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:10:p:2562-2579
    DOI: 10.1080/03610926.2018.1472779
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