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A measure of discrimination between two residual life-time distributions and its applications

โœ Scribed by Nader Ebrahimi; S. N. U. A. Kirmani

Publisher
Springer Japan
Year
1996
Tongue
English
Weight
407 KB
Volume
48
Category
Article
ISSN
0020-3157

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โœฆ Synopsis

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.

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A Characterization of Joint Distribution
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โœ Sh. Sharakhmetov; R. Ibragimov ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 159 KB

We obtain an explicit representation for joint distribution of two-valued random variables with given marginals and for a copula corresponding to such random variables. The results are applied to prove a characterization of r-independent two-valued random variables in terms of their mixed first mome