Chernoff distance for doubly truncated distributions

Chanchal Kundu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 21, 10594-10606

Abstract: In a recent paper, Nair et al. [Stat Pap 52:893–909, 2011] proposed Chernoff distance measure for left/right-truncated random variables and studied their properties in the context of reliability analysis. Here we extend the definition of Chernoff distance for doubly truncated distributions. This measure may help the information theorists and reliability analysts to study the various characteristics of a system/component when it fails between two time points. We study some properties of this measure and obtain its upper and lower bounds. We also study the interval Chernoff distance between the original and weighted distributions. These results generalize and enhance the related existing results that are developed based on Chernoff distance for one-sided truncated random variables.

Date: 2017
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DOI: 10.1080/03610926.2016.1239109

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