Abstract
Discrimination measures play an important role in measuring the information distance between two distribution functions. Renyi’s information divergence of order $$\alpha $$ is a popular measure in this class. The present paper introduces a quantile-based definition to Renyi’s information divergence of order $$\alpha $$ and study its various properties in context of residual and past lifetime random variables.
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More From: Journal of the Indian Society for Probability and Statistics
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