Characterizations of bivariate models using dynamic Kullback–Leibler discrimination measures

Abstract

In this paper, the residual Kullback–Leibler discrimination information measure is extended to conditionally specified models. The extension is used to characterize some bivariate distributions. These distributions are also characterized in terms of proportional hazard rate models and weighted distributions. Moreover, we also obtain some bounds for this dynamic discrimination function by using the likelihood ratio order and some preceding results.