A MEASURE OF DISCRIMINATION BETWEEN TWO RESIDUAL
LIFE-TIME DISTRIBUTIONS AND ITS APPLICATIONS

NADER EBRAHIMI 1 AND S. N. U. A. KIRMANI 2

1 Division of Statistics and Statistical Consulting Laboratory,
Northern Illinois University, DeKalb, IL 60115-2854, U.S.A.

2 Department of Mathematics, University of Northern Iowa, Cedar Falls, IA 50614, U.S.A.

(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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