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A measure of discrimination between two residual life-time distributions and its applications

  • Nader Ebrahimi
  • S. N. U. A. Kirmani
Suryival Analysis

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.

Key words and phrases

Hazard function cumulative hazard function mean residual lifetime function NBU IFR Kullback-Leibler discrimination information MDI principle 

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References

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Copyright information

© The Institute of Statistical Mathematics 1996

Authors and Affiliations

  • Nader Ebrahimi
    • 1
    • 2
  • S. N. U. A. Kirmani
    • 3
  1. 1.Division of StatisticsNorthern Illinois UniversityDeKalbU.S.A.
  2. 2.Statistical Consulting LaboratoryNorthern Illinois UniversityDeKalbU.S.A.
  3. 3.Department of MathematicsUniversity of Northern IowaCedar FallsU.S.A.

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