• DocumentCode
    1246563
  • Title

    Testing exponentiality based on the Kullback-Leibler information with the type II censored data

  • Author

    Park, Sangun

  • Author_Institution
    Dept. of Appl. Stat., Yonsei Univ., Seoul, South Korea
  • Volume
    54
  • Issue
    1
  • fYear
    2005
  • fDate
    3/1/2005 12:00:00 AM
  • Firstpage
    22
  • Lastpage
    26
  • Abstract
    We express the joint entropy of order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of the type II censored data. Then we establish a goodness of fit test statistic based on the Kullback-Leibler information with the type II censored data, and compare its performance with some leading test statistics. A Monte Carlo simulation study shows that the proposed test statistic shows better powers than some leading test statistics against the alternatives with monotone increasing hazard functions.
  • Keywords
    Monte Carlo methods; maximum entropy methods; reliability theory; Kullback-Leibler information; Monte Carlo simulation; exponentiality testing; goodness of fit test statistic; hazard function; joint entropy; maximum entropy; order statistics; type II censored data; Density functional theory; Distribution functions; Entropy; Hazards; Performance evaluation; Random variables; Statistical analysis; Statistical distributions; Statistics; Testing; Entropy; Monte-Carlo simulation; hazard function; maximum entropy; order statistics;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.2004.837314
  • Filename
    1402676