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A measure of discrimination between two residual life-time distributions and its applications

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Abstract

A measure of discrepancy between two residual-life distributions is proposed on the basis of Kullback-Leibler discrimination information. Properties of this measure are studied and the minimum discrimination principle is applied to obtain the proportional hazards model.

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Author information

Authors and Affiliations

  1. Division of Statistics, Northern Illinois University, 60115-2854, DeKalb, IL, U.S.A.

    Nader Ebrahimi

  2. Statistical Consulting Laboratory, Northern Illinois University, 60115-2854, DeKalb, IL, U.S.A.

    Nader Ebrahimi

  3. Department of Mathematics, University of Northern Iowa, 50614, Cedar Falls, IA, U.S.A.

    S. N. U. A. Kirmani

Authors
  1. Nader Ebrahimi
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  2. S. N. U. A. Kirmani
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Northern Illinois University on a professional development leave.

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Ebrahimi, N., Kirmani, S.N.U.A. A measure of discrimination between two residual life-time distributions and its applications. Ann Inst Stat Math 48, 257–265 (1996). https://doi.org/10.1007/BF00054789

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  • DOI: https://doi.org/10.1007/BF00054789

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