Some results on a doubly truncated generalized discrimination measure

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• 作者：Suchandan Kayal ; Rajesh Moharana
• 关键词：doubly truncated random variable ; generalized discrimination measure ; likelihood ratio order ; stochastic order ; proportional hazard model ; proportional reversed hazard model ; monotone transformation
• 刊名：Applications of Mathematics
• 出版年：2016
• 出版时间：October 2016
• 年：2016
• 卷：61
• 期：5
• 页码：585-605
• 全文大小：260 KB
• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Applications of Mathematics
  Mechanics, Fluids and Thermodynamics
  Analysis
  Mathematical and Computational Physics
  Applied Mathematics and Computational Methods of Engineering
  Optimization
  
• 出版者：Springer Netherlands
• ISSN：1572-9109
• 卷排序：61

文摘

Doubly truncated data appear in some applications with survival and astrological data. Analogous to the doubly truncated discrimination measure defined by Misagh and Yari (2012), a generalized discrimination measure between two doubly truncated non-negative random variables is proposed. Several bounds are obtained. It is remarked that the proposed measure can never be equal to a nonzero constant which is independent of the left and right truncated points. The effect of monotone transformations on the proposed measure is discussed. Finally, a simulation study is added to provide the estimates of the proposed discrimination measure.