Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures

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.

Keywords:

• Renyi divergence measure
• Kerridge’s inaccuracy measure
• Conditionally specified model
• Weighted model
• Proportional hazard rate
• Likelihood ratio order.

Mathematics Subject Classification:

• 62N05
• 62B10.