Characterizations of bivariate models using dynamic Kullbak-Leibler discrimination measures

J. Navarro (1) , S.M. Sunoj (2) , M.N. Linu (2)

1 Facultad de Matematicas
2 CUSAT - Cochin University of Science and Technology

In this paper the residual Kullback-Leibler discrimination information measure is extended to conditionally specified models. The extension is used to characterize some bivariate distributions. These distributions are also characterized in terms of proportional hazard rate models and weighted distributions. Moreover, we also obtain some bounds for this dynamic discrimination function by using the likelihood ratio order and some preceding results.

Mots clés: 62N05; 62B10; Kullback-Leibler discrimination information; Weighted distributions; Conditionally specified models; Proportional hazard rate

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

J. Navarro, S.M. Sunoj, M.N. Linu. Characterizations of bivariate models using dynamic Kullbak-Leibler discrimination measures. Statistics and Probability Letters, 2011, 81 (11), pp.1594. ⟨10.1016/j.spl.2011.05.016⟩. ⟨hal-00789866⟩