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Generalized Measures of Divergence in Survival Analysis and Reliability

  • Filia Vonta (a1) and Alex Karagrigoriou (a2)

Abstract

Measures of divergence or discrepancy are used either to measure mutual information concerning two variables or to construct model selection criteria. In this paper we focus on divergence measures that are based on a class of measures known as Csiszár's divergence measures. In particular, we propose a measure of divergence between residual lives of two items that have both survived up to some time t as well as a measure of divergence between past lives, both based on Csiszár's class of measures. Furthermore, we derive properties of these measures and provide examples based on the Cox model and frailty or transformation model.

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Copyright

Corresponding author

Postal address: Department of Mathematics, National Technical University of Athens, 9 Iroon Polytechneiou, Zografou Campus, 15780 Athens, Greece. Email address: vonta@math.ntua.gr
∗∗ Postal address: Department of Mathematics and Statistics, University of Cyprus, University Campus, CY-1678 Nicosia, Cyprus.

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Generalized Measures of Divergence in Survival Analysis and Reliability

  • Filia Vonta (a1) and Alex Karagrigoriou (a2)

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