A dynamic measure of divergence between two inactivity lifetime distributions

Abstract

This paper introduces a dynamic divergence measure to assess the discrepancy between the distribution functions of two inactivity lifetime random variables. Various time-dependent results on the proposed divergence measure in connection to other well-known measures in reliability engineering and survival studies are investigated. Some aging and monotonicity properties of such a measure are also studied. Furthermore, the proposed criterion is examined in two general classes of transformation models which results in some well-known models in the lifetime studies and survival analysis.

Keywords:

• Aging properties
• distribution transformation model
• measure of discrimination
• quantile transformation model
• reversed hazard rate function

Acknowledgements

The author would like to thank the Associate Editor and a reviewer for their constructive comments that greatly improved the paper.

Disclosure statement

The author declares no potential conflict of interests.