Faculty Publications

Title

A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions

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.

Original Publication Date

1-1-1996

DOI of published version

10.1093/biomet/83.1.233

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