Some properties of Lin–Wong divergence on the past lifetime data

M. Khalili, A. Habibirad and F. Yousefzadeh

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 14, 3464-3476

Abstract: Measures of statistical divergence are used to assess mutual similarities between distributions of multiple variables through a variety of methodologies including Shannon entropy and Csiszar divergence. Modified measures of statistical divergence are introduced throughout the present article. Those modified measures are related to the Lin–Wong (LW) divergence applied on the past lifetime data. Accordingly, the relationship between Fisher information and the LW divergence measure was explored when applied on the past lifetime data. Throughout this study, a number of relations are proposed between various assessment methods which implement the Jensen–Shannon, Jeffreys, and Hellinger divergence measures. Also, relations between the LW measure and the Kullback–Leibler (KL) measures for past lifetime data were examined. Furthermore, the present study discusses the relationship between the proposed ordering scheme and the distance interval between LW and KL measures under certain conditions.

Date: 2018
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DOI: 10.1080/03610926.2017.1359295

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