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Measuring information in right‐censored models

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  • Myles Hollander
  • Frank Proschan
  • James Sconing

Abstract

The theory of majorization is used to develop measures of information in the randomly right‐censored model when the lifetime and censoring variables are discrete. Majorization also enables us to prove some basic theorems about the measures in a simple and unified fashion. These measures include Shannon's information as a special case. The measures are inadequate in the continuous case and some alternative measures, based on the variance of the lifetime random variable, are proposed.

Suggested Citation

  • Myles Hollander & Frank Proschan & James Sconing, 1987. "Measuring information in right‐censored models," Naval Research Logistics (NRL), John Wiley & Sons, vol. 34(5), pages 669-681, October.
    • Handle: RePEc:wly:navres:v:34:y:1987:i:5:p:669-681
    DOI: 10.1002/1520-6750(198710)34:53.0.CO;2-L
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    Cited by:

    1. Takis Papaioannou & Kosmas Ferentinos & Charalampos Tsairidis, 2007. "Some Information Theoretic Ideas Useful in Statistical Inference," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 307-323, June.

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