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A Measure of Discrimination Between two Double Truncated Distributions
Journal article   Peer reviewed

A Measure of Discrimination Between two Double Truncated Distributions

Omar Abd Al-Rahman Ibrahim Kittaneh
Communications in statistics. Theory and methods, Vol.44(9), pp.1797-1805
03/05/2015
DOI: https://doi.org/10.1080/03610926.2012.744051

Abstract

Double truncated distributions Kullback-Leibler discrimination information Proportional hazards model Proportional reserved hazards model Stochastic orders
On the basis of Kullback-Leibler discrimination information, and of discrimination measures introduced by Ebrahimi and Kirmani (1996a) and by Di Crescenzo and Longobardi (2004), we propose a measure of discrepancy between double truncated distributions. Some properties of this measure are studied and some mistakes in the preceding literature are corrected.

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