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arxiv: 1509.02650 · v1 · pith:OFWDB3VBnew · submitted 2015-09-09 · 🧮 math.ST · stat.TH

Bivariate Extension of (Dynamic) Cumulative Past Entropy

classification 🧮 math.ST stat.TH
keywords cumulativedcpedynamicentropymeasurebivariateboundsincluding
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Recently, the concept of cumulative residual entropy (CRE) has been studied by many researchers in higher dimensions. In this article, we extend the definition of (dynamic) cumulative past entropy (DCPE), a dual measure of (dynamic) CRE, to bivariate setup and obtain some of its properties including bounds. We also look into the problem of extending DCPE for conditionally specified models. Several properties, including monotonicity, and bounds of DCPE are obtained for conditional distributions. It is shown that the proposed measure uniquely determines the distribution function. Moreover, we also propose a stochastic order based on this measure.

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