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A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions. (English) Zbl 0865.62075
Summary: 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.

MSC:
62P10 Applications of statistics to biology and medical sciences; meta analysis
62B10 Statistical aspects of information-theoretic topics
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