Rao’s statistic for constant and proportional hazard models

In this paper we introduce a new family of measures of divergence for the analysis of the degree of departure from a model with a constant hazard function and also for comparing if two models have proportional hazard rates. Our family of measures is based on the family of divergences introduced by Burbea and Rao (see [J. Burbea, C.R. Rao, On the convexity of higher order Jensen differences based on entropy functions, IEEE Transactions on Information Theory 28 (1982) 961–963]). Some well-known sets of data are reanalyzed using the new families of test statistics and confidence intervals introduced in this paper.