(Received March 20, 1995)
Abstract. 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.
Key words and phrases: Hazard function, cumulative hazard function, mean residual lifetime function, NBU, IFR, Kullback-Leibler discrimination information, MDI principle.
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