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
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