We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instants. This allows to study multicomponent systems, by measuring the dependence in conditional lifetimes of two components having possibly different ages. We provide some bounds, and investigate the mutual information of residual lifetimes within the time-transformed exponential model (under both the assumptions of unbounded and truncated lifetimes). Moreover, with reference to the order statistics of a random sample, we evaluate explicitly the mutual information between the minimum and the maximum, conditional on inspection at different times, and show that it is distribution-free. Finally, we develop a copula-based approach aiming to express the dynamic mutual information for past and residual bivariate lifetimes in an alternative way.

On dynamic mutual information for bivariate lifetimes

DI CRESCENZO, Antonio;
2015

Abstract

We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instants. This allows to study multicomponent systems, by measuring the dependence in conditional lifetimes of two components having possibly different ages. We provide some bounds, and investigate the mutual information of residual lifetimes within the time-transformed exponential model (under both the assumptions of unbounded and truncated lifetimes). Moreover, with reference to the order statistics of a random sample, we evaluate explicitly the mutual information between the minimum and the maximum, conditional on inspection at different times, and show that it is distribution-free. Finally, we develop a copula-based approach aiming to express the dynamic mutual information for past and residual bivariate lifetimes in an alternative way.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/4504657
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 17
  • ???jsp.display-item.citation.isi??? 15
social impact