Faculty Publications
A Measure Of Discrimination Between Two Residual Life-Time Distributions And Its Applications
Document Type
Article
Keywords
Cumulative hazard function, Hazard function, IFR, Kullback-Leibler discrimination information, MDI principle, Mean residual lifetime function, NBU
Journal/Book/Conference Title
Annals of the Institute of Statistical Mathematics
Volume
48
Issue
2
First Page
257
Last Page
265
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.
Department
Department of Mathematics
Original Publication Date
1-1-1996
DOI of published version
10.1007/BF00054789
Recommended Citation
Ebrahimi, Nader and Kirmani, S. N.U.A., "A Measure Of Discrimination Between Two Residual Life-Time Distributions And Its Applications" (1996). Faculty Publications. 4172.
https://scholarworks.uni.edu/facpub/4172
