# zbMATH — the first resource for mathematics

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
Full Text: