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Biometrika 1996 83(1):233-235; doi:10.1093/biomet/83.1.233
© 1996 by Biometrika Trust
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MISCELLANEA

A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions

NADER EBRAHIMI and S. N. U. A. KIRMANI

Division of Statistics, Northern Illinois University DeKalb, Illinois 60115, U.S.A.
Department of Mathematics, University of Northern Iowa Cedar Falls, Iowa 50614, U.S.A.

A time-dependent Kullback-Leibler discrimination function is defined by comparing residual life distributions at each age t. It is proved that the resulting Kullback-Leibler discrimination function is constant in t if and only if the two survival distributions satisfy a proportional hazards model.

Key Words: Entropy • Hazard rate • Kullback-Leibler discrimination information


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