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The representation of the entropy in terms of the hazard function and its extensions have been studied by many authors including Teitler et al. (IEEE Trans Reliab 35:391–395, <CitationRef CitationID="CR16">1986</CitationRef>). In this paper, we consider a representation of the Kullback–Leibler information of the first <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$r$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>r</mi> </math> </EquationSource> </InlineEquation>...</equationsource></equationsource></inlineequation></citationref>
Persistent link: https://www.econbiz.de/10010995042
Some extensions of entropy and KL information to the survival function have been recently proposed. We first compare some extensions of KL information and provide a criterion in choosing one among those extensions. Then we study moment constraints for maximum cumulative residual entropy...
Persistent link: https://www.econbiz.de/10011039838
Computer simulations are often used to replace physical experiments for exploring the complex relationships between input and output variables. We study the optimal design problem for the prediction of a stationary Ornstein–Uhlenbeck sheet on a monotonic set with respect to the integrated mean...
Persistent link: https://www.econbiz.de/10011040055
Two of the present authors have put forward a projective geometry based model of rational trading that implies a model for subjective demand/supply profiles if one considers closing of a position as a random process. We would like to present the analysis of a subjectivity in such trading models....
Persistent link: https://www.econbiz.de/10011061434
Persistent link: https://www.econbiz.de/10011730885