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Title
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نتايجي از آنتروپي تجمعي تعميم يافته براساس مقادير ركوردپايين و كاربردهاي آن
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Type
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Thesis
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Keywords
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Generalized Cumulative entropy, Inverse hazard rate, lower record values, stochastic ordering, risk measure.
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Abstract
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One of the main subject of engineering , is the information theory. This topic is related to entropy , compress information and the other related topics. In this thesis after expresstion the initial reliability introductions , we introduce generalized cumulative entropy. we find their relations with the lower record values of a iid random variables. After that , we express the properties of generalized cumulative entropy and its dynamic. In the following , we introduce a risk measure based on cumulative entropy and consider its application in stock market in member of the Organization for Economic Co.operation and Development(OECD) countries.
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Researchers
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Saeid Tahmasebi (Primary advisor) , Mahmoud Afshari (Advisor)
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