Some results on a doubly truncated generalized discrimination measure
Applications of Mathematics, Tome 61 (2016) no. 5, pp. 585-605.

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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.
DOI : 10.1007/s10492-016-0148-4
Classification : 62B10, 62N05
Keywords: doubly truncated random variable; generalized discrimination measure; likelihood ratio order; stochastic order; proportional hazard model; proportional reversed hazard model; monotone transformation
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Kayal, Suchandan; Moharana, Rajesh. Some results on a doubly truncated generalized discrimination measure. Applications of Mathematics, Tome 61 (2016) no. 5, pp. 585-605. doi : 10.1007/s10492-016-0148-4. http://geodesic.mathdoc.fr/articles/10.1007/s10492-016-0148-4/

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