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Chernoff distance for truncated distributions

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Abstract

In the present paper we extend the definition of Chernoff distance considered in Akahira (Ann Inst Stat Math 48:349–364, 1996) for truncated distributions and examine its properties. The relationship of this measure with other discrimination measures is examined. We study Chernoff distance between the original and weighted distributions. We also provide a characterization result for the proportional hazards model using the functional form of Chernoff distance.

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Authors and Affiliations

  1. Department of Statistics, Cochin University of Science and Technology, Cochin, 682022, India

    K. R. Muraleedharan Nair, P. G. Sankaran & S. Smitha

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  1. K. R. Muraleedharan Nair
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  2. P. G. Sankaran
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  3. S. Smitha
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Correspondence to P. G. Sankaran.

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Nair, K.R.M., Sankaran, P.G. & Smitha, S. Chernoff distance for truncated distributions. Stat Papers 52, 893–909 (2011). https://doi.org/10.1007/s00362-009-0297-6

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  • DOI: https://doi.org/10.1007/s00362-009-0297-6

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