How to measure the discrimination between two lifetimes in a time interval

摘要

Measure of uncertainty about predictability of failure time of a system at the interval of time has been introduced in [13]. In this paper, a measure of discrepancy between two lifetime distributions at the interval of time is proposed on the basis of Kullback-Leibler discrimination information. We study the Kullback-Leibler measure for two-sided truncated random variables. We study various properties of this measure, including its connection with residual and past measures of discrepancy, and we obtain its upper and lower bounds.