Every probability distribution has some uncertainty associated with it. The concept of Shannon’s entropy provide a quantitative measure of this uncertainty. But for some probability distributions the Shannon’s entropy measure may be negative and then it is no longer an uncertainty measure. To overcome this problem the concept of generalized entropy has been introduced in literature. In many practical situations it has been seen that when an investigator collect a sample of observations produced by nature, according to a certain model, the original distribution may not be reproduced due to various reason. For this reason it is important to consider the concept of weighted distribution. Motivated with the usefulness of the generalized entropy and the weighted lifetime distributions, we introduce the concept of weighted generalized entropy and discuss several properties of this model.
School of Mathematical Sciences
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