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A measure of discrimination between past lifetime distributions

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  • Di Crescenzo, Antonio
  • Longobardi, Maria
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    Abstract

    On the basis of Kullback-Leibler discrimination information and of discrimination information introduced by Ebrahimi and Kirmani (Ann. Inst. Statist. Math. 48 (1996a) 257), we propose a measure of discrepancy between past-life distributions. Some properties of this measure are studied and a characterization of the proportional reversed hazards model through such a measure is given.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-4BS4C8P-3/2/5a16c339beef288ad621319b9eac1d02
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 67 (2004)
    Issue (Month): 2 (April)
    Pages: 173-182

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    Handle: RePEc:eee:stapro:v:67:y:2004:i:2:p:173-182

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    Related research

    Keywords: Kullback-Leibler discrimination information Reversed hazard rate function Proportional reversed hazards model;

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    Cited by:
    1. Vikas Kumar & H. Taneja & R. Srivastava, 2011. "A dynamic measure of inaccuracy between two past lifetime distributions," Metrika, Springer, vol. 74(1), pages 1-10, July.
    2. K. Nair & P. Sankaran & S. Smitha, 2011. "Chernoff distance for truncated distributions," Statistical Papers, Springer, vol. 52(4), pages 893-909, November.
    3. Vikas Kumar & H. Taneja, 2012. "On length biased dynamic measure of past inaccuracy," Metrika, Springer, vol. 75(1), pages 73-84, January.

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