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Article

Kayal, Suchandan ; Moharana, Rajesh
Some results on a doubly truncated generalized discrimination measure. (English). Applications of Mathematics, vol. 61 (2016), issue 5, pp. 585-605
MSC: 62B10, 62N05 | MR 3547763 | Zbl 06644013 | DOI: 10.1007/s10492-016-0148-4
Keywords:
doubly truncated random variable; generalized discrimination measure; likelihood ratio order; stochastic order; proportional hazard model; proportional reversed hazard model; monotone transformation
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.
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