Metrika (2006) 64: 47–61
DOI 10.1007/s00184-006-0030-6
ORIGINAL ARTICLE
Asok K. Nanda · Prasanta Paul
Some properties of past entropy
and their applications
Received: 5 May 2004 / Revised: 15 February 2005 / Published online: 21 February 2006
© Springer-Verlag 2006
Abstract In the context of information theory, measure of uncertainty in past
lifetime distribution has been proposed by Di Crescenzo and Longobardi (J Appl
Probab 39:434–440, 2002). In this paper, we study some ordering and aging prop-
erties in terms of past entropy (based on past lifetime) and develop some charac-
terization results. Some discrete distribution results are also addressed here.
Keywords DRHR · LU and PE orders · Past entropy · Residual entropy ·
Reversed hazard rate function · Reversed mean residual function
AMS Subject Classification (2000) 94AXX · 94A17
1 Introduction
Let X be an absolutely continuous nonnegative random variable having distribu-
tion function F (t ) = P ( X ≤ t ) and survival function
¯
F (t ) = P ( X > t ). X may
be the lifetime of a component/system or of a living organism. The basic measure
of uncertainty is defined by Shannon (1948) as
H ( f ) =-
∞
0
f (x ) ln f (x )dx =-E (ln f ( X )), (1.1)
where f (x ) is the density function of X . This is known as Shannon information
measure. The properties and virtues of H ( f ) have been thoroughly investigated
A.K. Nanda (B ) · P. Paul
Department of Mathematics,
Indian Institute of Technology,
Kharagpur 721 302, India
E-mail: asok@maths.iitkgp.ernet.in
E-mail: ppaul@maths.iitkgp.ernet.in