A measure of discrimination between two residual life-time distributions and its applications
Cumulative hazard function, Hazard function, IFR, Kullback-Leibler discrimination information, MDI principle, Mean residual lifetime function, NBU
Annals of the Institute of Statistical Mathematics
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.
Original Publication Date
DOI of published version
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.