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New partial ordering of survival functions based on the notion of uncertainty. (English) Zbl 0817.62082

Summary: A new partial ordering among life distributions in terms of their uncertainties is introduced. Our measure of uncertainty is Shannon information applied to the residual lifetime. The relationship between this ordering and various existing orderings of life distributions are discussed. Various properties of our proposed concept are examined. Based on our proposed ordering and various existing orderings, the notion of a ‘better system’ is introduced.

MSC:

62N05 Reliability and life testing
60E15 Inequalities; stochastic orderings
62B10 Statistical aspects of information-theoretic topics
62E10 Characterization and structure theory of statistical distributions
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