ABSTRACT Recently, conditional Renyi’s divergence of order α and Kerridge’s inaccuracy measures are studied by Navarro et al. (2014). In the present article, a generalized dynamic conditional Kerridge’s inaccuracy measure… Click to show full abstract
ABSTRACT Recently, conditional Renyi’s divergence of order α and Kerridge’s inaccuracy measures are studied by Navarro et al. (2014). In the present article, a generalized dynamic conditional Kerridge’s inaccuracy measure is introduced, which can be represented as the sum of conditional Renyi’s divergence and Renyi’s entropy. Some useful bounds are obtained using the concept of likelihood ratio order. The results are extended to weighted distributions. Sufficient conditions are obtained for the monotonicity of the proposed measure. Characterizations for bivariate exponential conditional distribution are presented based on the proposed measure.
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
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