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A measure of discrimination between past lifetime distributions. (English) Zbl 1058.62088

Summary: On the basis of the Kullback-Leibler discrimination information and of discrimination information introduced by N. Ebrahimi and S. N. U. A. Kirmani [Ann. Inst. Stat. Math. 48, 257–265 (1996; Zbl 0861.62063)], we propose a measure of discrepancy between past-life distributions. Some properties of this measure are studied and a characterization of the proportional reversed hazards model through such a measure is given.

MSC:

62N05 Reliability and life testing
62B10 Statistical aspects of information-theoretic topics
62E10 Characterization and structure theory of statistical distributions
90B25 Reliability, availability, maintenance, inspection in operations research

Citations:

Zbl 0861.62063
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References:

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