Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures

被引：15

作者：

Navarro, J. ^{[1
]}

Sunoj, S. M. ^{[2
]}

Linu, M. N. ^{[2
]}

机构：

[1] Univ Murcia, Dept Stat & Operat Res, E-30100 Murcia, Spain

[2] Cochin Univ Sci & Technol, Cochin 682016, Kerala, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 09期

关键词：

Proportional hazard rate; Renyi divergence measure; Kerridge's inaccuracy measure; Likelihood ratio order; Weighted model; Conditionally specified model; DISTRIBUTIONS; CONTEXT;

D O I：

10.1080/03610926.2012.677925

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：

In this article, we study some relevant information divergence measures viz. Renyi divergence and Kerridge's inaccuracy measures. These measures are extended to conditionally specified models and they are used to characterize some bivariate distributions using the concepts of weighted and proportional hazard rate models. Moreover, some bounds are obtained for these measures using the likelihood ratio order.

引用

页码：1939 / 1948

页数：10

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