Measuring information in right‐censored models

Myles Hollander, Frank Proschan and James Sconing

Naval Research Logistics (NRL), 1987, vol. 34, issue 5, 669-681

Abstract: The theory of majorization is used to develop measures of information in the randomly right‐censored model when the lifetime and censoring variables are discrete. Majorization also enables us to prove some basic theorems about the measures in a simple and unified fashion. These measures include Shannon's information as a special case. The measures are inadequate in the continuous case and some alternative measures, based on the variance of the lifetime random variable, are proposed.

Date: 1987
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https://doi.org/10.1002/1520-6750(198710)34:53.0.CO;2-L

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:34:y:1987:i:5:p:669-681

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