Testing Exponentiality Based on Kullback-Leibler Information With Progressively Type-II Censored Data

Author

Balakrishnan, Narayanaswamy ; Rad, Arezou Habibi ; Arghami, Naser Reza

Author_Institution

Dept. of Math. & Stat., McMaster Univ., Hamilton, Ont.

Volume

56

Issue

2

fYear

2007

fDate

6/1/2007 12:00:00 AM

Firstpage

301

Lastpage

307

Abstract

We express the joint entropy of progressively censored order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of progressively Type-II censored data. We then construct a goodness-of-fit test statistic based on Kullback-Leibler information with progressively Type-II censored data. Finally, by using Monte Carlo simulations, the power of the test is estimated, and compared against several alternatives under different progressive censoring schemes

Keywords

Monte Carlo methods; entropy; exponential distribution; failure analysis; reliability theory; statistical testing; Kullback-Leibler information; Monte Carlo simulation; exponentiality testing; goodness-of-fit test statistic; hazard function; joint entropy estimation; progressively censored order statistics; progressively type-II censored data; Entropy; Exponential distribution; Hazards; Performance evaluation; Probability density function; Random variables; Statistical analysis; Statistical distributions; Statistics; Testing; Entropy; Monte Carlo simulation; hazard function; maximum entropy; order statistics; progressively Type-II censored data;

fLanguage

English

Journal_Title

Reliability, IEEE Transactions on

Publisher

ieee

ISSN

0018-9529

Type

jour

DOI

10.1109/TR.2007.895308

Filename

4220775