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Title: Some results on a doubly truncated generalized discrimination measure (English)
Author: Kayal, Suchandan
Author: Moharana, Rajesh
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 61
Issue: 5
Year: 2016
Pages: 585-605
Summary lang: English
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Category: math
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Summary: 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. (English)
Keyword: doubly truncated random variable
Keyword: generalized discrimination measure
Keyword: likelihood ratio order
Keyword: stochastic order
Keyword: proportional hazard model
Keyword: proportional reversed hazard model
Keyword: monotone transformation
MSC: 62B10
MSC: 62N05
idZBL: Zbl 06644013
idMR: MR3547763
DOI: 10.1007/s10492-016-0148-4
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Date available: 2016-10-01T15:55:25Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/145892
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