Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures |
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| Authors: | J Navarro S M Sunoj M N Linu |
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| Institution: | 1. Department of Statistics and Operational Research, Universidad de Murcia, Murcia, Spain;2. Cochin University of Science and Technology, Cochin, Kerala, India |
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| Abstract: | In this article, we study some relevant information divergence measures viz. Renyi divergence and Kerridge’s inaccuracy measures. These measures are extended to conditionally specified models and they are used to characterize some bivariate distributions using the concepts of weighted and proportional hazard rate models. Moreover, some bounds are obtained for these measures using the likelihood ratio order. |
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| Keywords: | Renyi divergence measure Kerridge’s inaccuracy measure Conditionally specified model Weighted model Proportional hazard rate Likelihood ratio order |
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