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.
A measure of discrimination between past lifetime distributions
DI CRESCENZO, Antonio;
2004
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.File in questo prodotto:
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