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

被引：50

作者：

Ebrahimi, N

Kirmani, SNUA

机构：

[1] NO ILLINOIS UNIV,STAT CONSULTING LAB,DE KALB,IL 60115

[2] UNIV NO IOWA,DEPT MATH,CEDAR FALLS,IA 50614

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1996年 / 48卷 / 02期

关键词：

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

D O I：

10.1007/BF00054789

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：257 / 265

页数：9

共 9 条

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[2]

COX DR, 1959, J ROY STAT SOC B, V21, P411

[3]

EBRAHIMI N, 1992, J R STAT SOC B, V54, P739

[4]

EBRAHIMI N, 1995, IN PRESS BIOMETRIKA