Cumulative past Fisher information measure and its extensions

Abstract

. In this work, we define the cumulative past Fisher (CPF) information and the relative cumulative past Fisher (RCRF) information measures for parameter as well as for the distribution function of the underlying random variables. We show that these cumulative past Fisher information measures can be expressed in terms of the reversed hazard rate function. We also define three extensions of the CPF information measure. Further, we study these cumulative information measures and their Bayes versions for some well-known models used in reliability, economics and survival analysis. The associated results reveal some interesting connections between the proposed Fisher type information measures with some well-known information divergences and reliability measures.