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.
CITATION STYLE
Ebrahimi, N., & Kirmani, S. N. U. A. (1996). A measure of discrimination between two residual life-time distributions and its applications. Annals of the Institute of Statistical Mathematics, 48(2), 257–265. https://doi.org/10.1007/BF00054789
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