A Characterisation Of The Proportional Hazards Model Through A Measure Of Discrimination Between Two Residual Life Distributions

Authors

Nader Ebrahimi, Northern Illinois UniversityFollow
S. N.U.A. Kirmani, University of Northern IowaFollow

Document Type

Article

Keywords

Entropy, Hazard rate, Kullback-Leibler discrimination information

Journal/Book/Conference Title

Biometrika

Volume

83

Issue

1

First Page

233

Last Page

235

Abstract

A time-dependent Kullback-Leibler discrimination function is denned by comparing residual life distributions at each age t. It is proved that the resulting Kullback-Leibler discrimination function is constant in t if and only if the two survival distributions satisfy a proportional hazards model.

Department

Department of Mathematics

Original Publication Date

1-1-1996

DOI of published version

10.1093/biomet/83.1.233

Recommended Citation

Ebrahimi, Nader and Kirmani, S. N.U.A., "A Characterisation Of The Proportional Hazards Model Through A Measure Of Discrimination Between Two Residual Life Distributions" (1996). Faculty Publications. 4157.
https://scholarworks.uni.edu/facpub/4157