Faculty Publications

Title

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.

Original Publication Date

1-1-1996

DOI of published version

10.1007/BF00054789

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