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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/1058933
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