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Some properties of Lin–Wong divergence on the past lifetime data
Authors:M Khalili  F Yousefzadeh
Institution:1. Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran;2. Department of Statistics, School of Mathematical Sciences and Statistic, University of Birjand, Birjand, Iran
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.
Keywords:Fisher information  Jensen–Shannon divergence  Kullback–Leibler divergence  Likelihood ratio ordering  Lin–Wong divergence  Past lifetime data
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