Chernoff distance for truncated distributions |
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Authors: | K R Muraleedharan Nair P G Sankaran S Smitha |
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Institution: | 1.Department of Statistics,Cochin University of Science and Technology,Cochin,India |
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Abstract: | In the present paper we extend the definition of Chernoff distance considered in Akahira (Ann Inst Stat Math 48:349–364, 1996)
for truncated distributions and examine its properties. The relationship of this measure with other discrimination measures
is examined. We study Chernoff distance between the original and weighted distributions. We also provide a characterization
result for the proportional hazards model using the functional form of Chernoff distance. |
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