Generalized Kerridge’s inaccuracy measure for conditionally specified models

S. Kayal and S. M. Sunoj

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 16, 8257-8268

Abstract: Recently, conditional Renyi’s divergence of order α and Kerridge’s inaccuracy measures are studied by Navarro et al. (2014). In the present article, a generalized dynamic conditional Kerridge’s inaccuracy measure is introduced, which can be represented as the sum of conditional Renyi’s divergence and Renyi’s entropy. Some useful bounds are obtained using the concept of likelihood ratio order. The results are extended to weighted distributions. Sufficient conditions are obtained for the monotonicity of the proposed measure. Characterizations for bivariate exponential conditional distribution are presented based on the proposed measure.

Date: 2017
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DOI: 10.1080/03610926.2016.1177083

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