Generalized Measures of Divergence for Lifetime Distributions
نویسنده
چکیده
Measures of divergence or discrepancy are used either to measure mutual information concerning two variables or to construct model selection criteria. In this paper we are focusing on divergence measures that are based on a class of measures known as Csiszar’s divergence measures. In particular, we propose a measure of divergence between residual lives of two items that have both survived up to some time t as well as a measure of divergence between past lives, both based on Csiszar’s class of measures. Furthermore, we derive properties of these measures and provide examples based on the Cox model and frailty or transformation models.
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