Chernoff distance for conditionally specified models

Amit Ghosh and Chanchal Kundu ()
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Amit Ghosh: Rajiv Gandhi Institute of Petroleum Technology
Chanchal Kundu: Rajiv Gandhi Institute of Petroleum Technology

Statistical Papers, 2018, vol. 59, issue 3, No 11, 1083 pages

Abstract: Abstract Recently, Nair et al. (Stat Pap 52:893–909, 2011) studied Chernoff distance for truncated distributions in univariate setup. The present paper addresses the question of extending the concept of Chernoff distance to bivariate setup with focus on residual as well as past lifetimes. This measure is extended to conditionally specified models of two components having possibly different ages or failed at different time instants. We provide some bounds using likelihood ratio order and investigate several properties of conditional Chernoff distance. The effect of monotone transformation on this conditional measure has also been examined. Moreover, we study conditional Chernoff distance in context of weighted model.

Keywords: Chernoff distance; Conditionally specified model; Conditional proportional (reversed) hazard rate model; Likelihood ratio order; Weighted model; Primary 62B10; Secondary 62N05; 62H05 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s00362-016-0804-5

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