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Abstract

Ebrahimi and Pellerey (1995) and Ebrahimi (1996) proposed the Shannon residual entropy function as a useful dynamic measure of uncertainty. They studied the characterization problem from the residual entropy. They also used this function to define a stochastic order and two classes of distributions, DURL and IURL. In this paper, we obtain some new results on this function and we correct some mistakes in the preceding literature.

Key words  Life distributions - characterization - Shannon entropy - residual entropy - failure rate - stochastic orders and classes

Supported by Ministerio de Ciencia y Tecnologia under grant BFM2000-0362
Acknowledgements. We thank two anonymous referees for some useful comments that led to an improvement in the presentation of this paper.

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