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Some results on a doubly truncated generalized discrimination measure
Applications of Mathematics, Tome 61 (2016) no. 5, pp. 585-605 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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

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