Some results on a doubly truncated generalized discrimination measure

Suchandan Kayal; Rajesh Moharana

Applications of Mathematics (2016)

  • Volume: 61, Issue: 5, page 585-605
  • ISSN: 0862-7940

Abstract

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Doubly truncated data appear in some applications with survival and astrological data. Analogous to the doubly truncated discrimination measure defined by Misagh and Yari (2012), a generalized discrimination measure between two doubly truncated non-negative random variables is proposed. Several bounds are obtained. It is remarked that the proposed measure can never be equal to a nonzero constant which is independent of the left and right truncated points. The effect of monotone transformations on the proposed measure is discussed. Finally, a simulation study is added to provide the estimates of the proposed discrimination measure.

How to cite

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Kayal, Suchandan, and Moharana, Rajesh. "Some results on a doubly truncated generalized discrimination measure." Applications of Mathematics 61.5 (2016): 585-605. <http://eudml.org/doc/286811>.

@article{Kayal2016,
abstract = {Doubly truncated data appear in some applications with survival and astrological data. Analogous to the doubly truncated discrimination measure defined by Misagh and Yari (2012), a generalized discrimination measure between two doubly truncated non-negative random variables is proposed. Several bounds are obtained. It is remarked that the proposed measure can never be equal to a nonzero constant which is independent of the left and right truncated points. The effect of monotone transformations on the proposed measure is discussed. Finally, a simulation study is added to provide the estimates of the proposed discrimination measure.},
author = {Kayal, Suchandan, Moharana, Rajesh},
journal = {Applications of Mathematics},
keywords = {doubly truncated random variable; generalized discrimination measure; likelihood ratio order; stochastic order; proportional hazard model; proportional reversed hazard model; monotone transformation; doubly truncated random variable; generalized discrimination measure; likelihood ratio order; stochastic order; proportional hazard model; proportional reversed hazard model; monotone transformation},
language = {eng},
number = {5},
pages = {585-605},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Some results on a doubly truncated generalized discrimination measure},
url = {http://eudml.org/doc/286811},
volume = {61},
year = {2016},
}

TY - JOUR
AU - Kayal, Suchandan
AU - Moharana, Rajesh
TI - Some results on a doubly truncated generalized discrimination measure
JO - Applications of Mathematics
PY - 2016
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 61
IS - 5
SP - 585
EP - 605
AB - Doubly truncated data appear in some applications with survival and astrological data. Analogous to the doubly truncated discrimination measure defined by Misagh and Yari (2012), a generalized discrimination measure between two doubly truncated non-negative random variables is proposed. Several bounds are obtained. It is remarked that the proposed measure can never be equal to a nonzero constant which is independent of the left and right truncated points. The effect of monotone transformations on the proposed measure is discussed. Finally, a simulation study is added to provide the estimates of the proposed discrimination measure.
LA - eng
KW - doubly truncated random variable; generalized discrimination measure; likelihood ratio order; stochastic order; proportional hazard model; proportional reversed hazard model; monotone transformation; doubly truncated random variable; generalized discrimination measure; likelihood ratio order; stochastic order; proportional hazard model; proportional reversed hazard model; monotone transformation
UR - http://eudml.org/doc/286811
ER -

References

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