(1) Facultad de Matemáticas, Universidad de Murcia, 30100 Murcia, Spain;(2) Dept. Estadística y Matemática Aplicada, Universidad de Almería, 04120 Almería, Spain
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.Supported by Ministerio de Ciencia y Tecnologia under grant BFM2000-0362Acknowledgements. We thank two anonymous referees for some useful comments that led to an improvement in the presentation of this paper.