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A measure of discrimination between two residual life-time distributions and its applications. (English) Zbl 0861.62063

Summary: 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.

MSC:

62N05 Reliability and life testing
62E10 Characterization and structure theory of statistical distributions
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