International Journal of Mathematics and Mathematical Sciences

Volume 2016 (2016), Article ID 7213285, 8 pages

http://dx.doi.org/10.1155/2016/7213285

## On Shift-Dependent Cumulative Entropy Measures

Department of Mathematics and Statistics, Tabriz Branch, Islamic Azad University, Tabriz, Iran

Received 17 February 2016; Revised 12 April 2016; Accepted 5 May 2016

Academic Editor: Vladimir V. Mityushev

Copyright © 2016 Farsam Misagh. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

Measures of cumulative residual entropy (CRE) and cumulative entropy (CE) about predictability of failure time of a system have been introduced in the studies of reliability and life testing. In this paper, cumulative distribution and survival function are used to develop weighted forms of CRE and CE. These new measures are denominated as weighted cumulative residual entropy (WCRE) and weighted cumulative entropy (WCE) and the connections of these new measures with hazard and reversed hazard rates are assessed. These information-theoretic uncertainty measures are shift-dependent and various properties of these measures are studied, including their connections with CRE, CE, mean residual lifetime, and mean inactivity time. The notions of weighted mean residual lifetime (WMRL) and weighted mean inactivity time (WMIT) are defined. The connections of weighted cumulative uncertainties with WMRL and WMIT are used to calculate the cumulative entropies of some well-known distributions. The joint versions of WCE and WCRE are defined which have the additive properties similar to those of Shannon entropy for two independent random lifetimes. The upper boundaries of newly introduced measures and the effect of linear transformations on them are considered. Finally, empirical WCRE and WCE are proposed by virtue of sample mean, sample variance, and order statistics to estimate the new measures of uncertainty. The consistency of these estimators is studied under specific choices of distributions.

#### 1. Introduction

The concept of entropy was originally introduced in Shannon [1] in the context of communication theory. Since then, it has been of great theoretical and applied interest. Shannon characterized the properties of information sources and of communication channels to analyze the outputs of these sources. Statisticians have played a crucial role in the development of information theory and have shown that it provides a framework for dealing with a wide variety of problems in reliability.

Let be a nonnegative absolutely continuous random variable describing a component failure time. The probability density function of is denoted as , the failure distribution is denoted as , and the survival function is denoted as . The Shannon entropy of , which has been shown by in the literature of communication, is defined as where log denotes the natural logarithm. Entropy (1) is not scale invariant because , but it is translation invariant, so that for some constant . The latter property can be interpreted as the shift independence of Shannon information.

Let be random lifetime of a system with support set ; the Shannon entropy can be rewritten as Recall that hazard rate (HR) and reversed hazard rate (RHR) of random lifetime are defined as and , respectively. The HR and RHR have been used in the literature of reliability in both theory and applications of them.

The notion of cumulative residual entropy (CRE) as an alternative measure of uncertainty was introduced in Wang et al. [2]. This measure is based on survival function and is defined as follows: whereis the mean residual life (MRL) of for . CRE has been applied to reliability engineering and computer vision in Rao et al. [3] and Wang et al. [2].

The role of CRE in residual lifetimes was considered in Asadi and Zohrevand [4]. The dynamic cumulative residual entropy (DCRE) of lifetime at time is defined by Entropy (5) is, in fact, the CRE for residual lifetime distribution of at time .

Recently, the cumulative entropy (CE) has been proposed in Di Crescenzo and Longobardi [5] with properties similar to those of CRE. Formally, the cumulative entropy of a nonnegative random lifetime is defined as whereis the mean inactivity time (MIT) of for . Entropy (6) measures the uncertainty about the inactivity time of , which is the time elapsing between the failure time of a system and the time when it is found to be down. In other words, is a suitable measure of information when the uncertainty is related to the past.

Furthermore, Di Crescenzo and Longobardi [5] introduced the dynamic cumulative past entropy (DCPE) in past lifetimes. DCPE of lifetime at time is defined by Entropy (8) measures the uncertainty about a system which is observed only at deterministic inspection times and is found to be down at time ; then the uncertainty relies on which instant in it has failed.

This paper is aimed at defining and assessing the weighted forms of CRE and CE. In Section 2, some properties of newly introduced measures are discussed, including the connections with reliability notions and determined various bounds. Section 3 is devoted to estimation of proposed measures by means of empirical distribution function and order statistics. Some conclusions are given in Section 4.

Throughout the remaining of this paper, all random variables are assumed as absolutely continuous.

#### 2. Weighted Cumulative Measures of Information

In this section, two new measures of uncertainty are presented in nonnegative random variables and then some properties are discussed about these new measures.

In some practical situations of reliability and neurobiology, a shift-dependent measure of uncertainty is desirable. The notion of weighted entropy addresses this requirement. An important feature of the human visual system is that it can recognize objects in a scale- and transformation-invariant manner. To intercept or avoid moving objects successfully, a visual system must compensate for the sensorimotor delays associated with visual processing and motor movement. In spite of straightforwardness in the case of constant velocity motion, it is unclear how humans compensate for accelerations, as our visual system is relatively poor at detecting changes in velocity (see Wallis [6] and de Rugy et al. [7]). Neurophysiological evidence shows that some neurons in the macaque temporal cortical visual areas have responses which are invariant with respect to the position, size, and view of faces and objects and that these neurons show rapid processing and rapid learning. Wallis and Rolls [8] propose that neurons in these visual areas use a modified rule with a short-term memory trace to capture whatever can be captured at each stage which is invariant about objects as the object changes in retinal position, size, rotation, and view. Transformation-invariant measures have been attracted by researchers from finance and industry. In robotics and machinery analysis, line and screw systems are singular at particular geometric configurations. Otherwise, measures that describe how far they are from being so are required. Hartley and Kerr [9] proposed a new measure whose outcome is strictly invariant with respect to coordinate frame, origin, and unit of length. Kerr and Hartley [10] describe a general analytical method for determining the proximity to linear dependence of any system of lines and screws. Their method gives invariant scalars for -system of screws. The robustness of optimal portfolio with respect to the choice of risk measure has been investigated in Adam et al. [11]. Argenti et al. [12] studied filtering of generalized signal-dependent noise which is performed and estimated in shift-invariant wavelet domains. They address the scheme which filtered pixel values obtaining as adaptive combinations of raw and local average values, driven by locally computed statistics. Ghosh et al. [13] analyze experimental data in order to characterize strange attractors in terms of invariant measures such as correlation, embedding, Lyapunov dimensions, and entropy. Misagh and Yari [14] studied some theoretic uncertainty measures which are shift-dependent. They introduced the weighted differential information measure for two-sided truncated random variables which is generalization of dynamic entropy measures.

In analogy with (3) and (6), Misagh et al. [15] defined the notions of weighted cumulative residual entropy (WCRE) and weighted cumulative entropy (WCE). The measures WCRE and WCE are defined for nonnegative random lifetime as respectively. The designation of (9) and (10) as weighted entropies arises from coefficient which emphasizes the importance of the occurrence of events and , respectively.

The definitions given in (9) and (10) are suitable modifications of the notions of weighted entropy functions introduced in Di Crescenzo and Longobardi [16]. Misagh et al. [15] studied various properties of these measures, including their connections with CRE and CE. They showed that, in some cases, there is a direct relation between variance and WCE. In such cases WCE may be used instead of variance. In addition, some extensions of weighted cumulative entropy are presented in Suhov and Yasaei Sekeh [17]. Furthermore, they defined the notion of weighted Kullback-Leibler divergence between two random lifetimes.

*Remark 1. *Due to (9) and (10), it can be shown that and , with or , if and only if follows a degenerate distribution.

*Example 2. *Suppose and be random lifetimes of two systems with common support and density functions and , respectively. From (3), . Therefore, the expected cumulative residual uncertainties in the predictability of the residual lifetimes of and are identical. By simple calculations, and . Hence, even though , the expected weighted cumulative residual uncertainty of the predictability of the failure time of component is larger than that of .

The forthcoming proposition is analogous to (3) and (6); the proof is given in Misagh et al. [15] and here it is omitted. First definitions of weighted mean residual lifetime (WMRL) and weighted mean inactivity time (WMIT) are given.

*Definition 3. *The WMRL and WMIT of a nonnegative random variable are given by respectively.

Proposition 4. *Let be a nonnegative random variable with WMRL and WMIT . Then *(a)*,*(b)*.*

*Example 5. *(i) If is distributed as exponential with mean , then . Hence, .

(ii) If has power distribution with density function, then and .

(iii) If is distributed uniformly on , , then and . From Proposition 4, and .

*WCRE is based on survival function and then a close relationship between it and mean residual life is expected. The same can be argued about WCE and MIT.*

*Proposition 6. For nonnegative random variable , there holds (a),(b).*

*Proof. *Part (a) is proven in Misagh et al. [15]. The second part is proven in a similar way.

*For independent random variables and , , where is the two-dimensional Shannon entropy. In the following proposition, similar properties are presented for weighted cumulative entropies.*

*Proposition 7. Let and be two nonnegative independent random variables with finite WMRL and WMIT. Then (a),(b).*

*Proof. *The proof is straightforward. For part (a), where the second equality comes from the independence of random variables.

*Remark 8. *If the support sets of and are limited to finite sets and , respectively, from Proposition 7, Furthermore, forit is obtained thatwhich is similar to the property of Shannon entropy for two independent random variables. For instance, if and have same uniform distribution in the interval , then and .

*In the following proposition, alternative expressions to (9) and (10) are provided in terms of double integrals of hazard and reversed hazard rates. A similar result for CE has been considered in Di Crescenzo and Longobardi [5].*

*Proposition 9. Let be a nonnegative random variable with finite WCE and WCRE; then (a),(b),where*

*Proof. *By recalling (9),Part (b) is proven in a similar way. Note that this completes the proof.

*Example 10. *(i) Let be exponentially distributed with mean ; then and . From Proposition 9, .

(ii) Consider the random variable with the following density function: Then and and, from Proposition 9, it is obtained that whereis the exponential integral function (see Abramowitz and Stegun [18]).

*Proposition 11. Let be a random variable with finite support set with . Then, for in , (a),(b).*

*Proof. *From Taylor expansion (see Walker [19]), it can be seen that, for all in , Now, from (9), Similarly, from (10), This completes the proof.

*Remark 12. *From Proposition 11, we get, for all in ,

*Remark 13. *The right-hand sides of (a) and (b) in Proposition 11 are minimized at the points and , respectively.

*The following proposition considers the effect of linear transformations on WCE and WCRE.*

*Proposition 14. Let be a nonnegative random variable. Then, for positive constants and , (a),(b).*

*Proof. *The proof is straightforward. Note that Part (b) is proven in a similar way.

*According to Proposition 14, it is realized that there may exist a close relation between WCE, WCRE, and variance.*

*Example 15. *Let be a nonnegative random variable with Weibull distribution with scale parameter and shape parameter 2. Its probability density function is given by The plot of , , and are given in Figure 1 which shows a direct relation between variance and cumulative entropies. Furthermore, . In such cases, WCRE and WCE may be used instead of variance as a discrepancy measure. It should be noticed that as grows, the tendency of WCE and WCRE to overestimate the variance of increases.