On Weighted Mathai-Haubold Entropy Measures

In this paper, we propose weighted Mathai-Haubold entropy along with their residual and past versions and study their properties. We develop aging classes based on the weighted Mathai-Haubold residual and past entropy measures. Also, some inequalities related to the three proposed measures are discussed. Non-parametric estimators of the proposed measures are introduced and their properties are investigated. Performance of this estimator is evaluated by means of bias and mean squared error using Monte-Carlo simulations.