A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions

被引:41
作者
Ebrahimi, N [1 ]
Kirmani, SNUA [1 ]
机构
[1] UNIV NO IOWA,DEPT MATH,CEDAR FALLS,IA 50614
关键词
entropy; hazard rate; Kullback-Leibler discrimination information;
D O I
10.1093/biomet/83.1.233
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
A time-dependent Kullback-Leibler discrimination function is defined by comparing residual life distributions at each age t. It is proved that the resulting Kullback-Leibler discrimination function is constant in t if and only if the two survival distributions satisfy a proportional hazards model.
引用
收藏
页码:233 / 235
页数:3
相关论文
共 9 条
[1]  
Akaike H., 1973, 2 INT S INFORM THEOR, P267, DOI [10.1007/978-1-4612-1694-0_15, DOI 10.1007/978-1-4612-1694-0_15]
[2]   A NOTE ON CONDITIONAL-PROBABILITY OF FAILURE WHEN HAZARDS ARE PROPORTIONAL [J].
ALLEN, WR .
OPERATIONS RESEARCH, 1963, 11 (04) :658-659
[3]  
[Anonymous], 1964, ELEMENTS REAL ANAL
[4]  
COX DR, 1959, J ROY STAT SOC B, V21, P411
[5]  
EBRAHIMI N, 1992, J R STAT SOC B, V54, P739
[6]  
EBRAHIMI N, 1995, IN PRESS ANN I STATI, V47
[7]   CENSORED-DATA AND THE BOOTSTRAP [J].
EFRON, B .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (374) :312-319
[8]   ON INFORMATION AND SUFFICIENCY [J].
KULLBACK, S ;
LEIBLER, RA .
ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (01) :79-86
[9]  
KULLBACK S, 1959, INFORMATION THEORY S