A Measure of Discrimination Between two Double Truncated Distributions
Omar Abd Al-Rahman Ibrahim Kittaneh
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 9, 1797-1805
Abstract:
On the basis of Kullback-Leibler discrimination information, and of discrimination measures introduced by Ebrahimi and Kirmani (1996a) and by Di Crescenzo and Longobardi (2004), we propose a measure of discrepancy between double truncated distributions. Some properties of this measure are studied and some mistakes in the preceding literature are corrected.
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:9:p:1797-1805
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DOI: 10.1080/03610926.2012.744051
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