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:: Volume 3, Issue 2 (3-2007) ::
JSRI 2007, 3(2): 113-138 Back to browse issues page
Dynamic Bayesian Information Measures
Nader Ebrahimi , S. N. U. A. Kirmani , S. Soofi *
, esoofi@uwm.edu
Abstract:   (1661 Views)

This paper introduces measures of information for Bayesian analysis when the support of data distribution is truncated progressively. The focus is on the lifetime distributions where the support is truncated at the current age t>=0. Notions of uncertainty and information are presented and operationalized by Shannon entropy, Kullback-Leibler information, and mutual information. Dynamic updatings of prior distribution of the parameter of lifetime distribution based on observing a survival at age t and observing a failure or the residual lifetime beyond t are presented. Dynamic measures of information provided by the data about the parameter of lifetime distribution, and dynamic predictive information are introduced. These measures are applied to two well-known lifetime models. The paper concludes with some remarks on use of generalized uncertainty and information measures, and some topics for further research.

Keywords: Bayesian information, Entropy, Exponential, Gamma prior, Kullback-Leibler information, Mutual information, Reliability, Residual life, Weibull.
Full-Text [PDF 3570 kb]   (412 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/02/13 | Accepted: 2016/02/13 | Published: 2016/02/13
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Ebrahimi N, Kirmani S N U A, Soofi S. Dynamic Bayesian Information Measures. JSRI. 2007; 3 (2) :113-138
URL: http://jsri.srtc.ac.ir/article-1-168-en.html


Volume 3, Issue 2 (3-2007) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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