Weighted cumulative entropy and its estimation

Measures of cumulative residual entropy (CRE) and cumulative entropy (CE) about predictability of failure time of a system have been introduced in [8, 4] respectively. In this paper, we propose the weighted forms of CRE and CE. These information-theoretic uncertainty measures are shift-dependent. We study various properties of these measures, including their connections with CRE and CE and weighted mean residual lifetime. We also obtain the estimators of proposed measures by means of order statistics.