Abstract
A direct approach to measure uncertainty in the residual life time distribution has been initiated by Ebrahimi (1996, Sankhya Ser. A 58, 48–57) and explored further by Ebrahimi and Pellerey (1995) and Ebrahimi and Kirmani (1996). In this paper, some new properties of the proposed measure in connection to order statistics and record values are derived. The generalized Pareto distribution has been widely used in the literature. We have also given several characterizations of this distribution in terms of the proposed measure.
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