DocumentCode
37010
Title
Goodness of Fit Using a New Estimate of Kullback-Leibler Information Based on Type II Censored Data
Author
Noughabi, Hadi Alizadeh ; Balakrishnan, Narayanaswamy
Author_Institution
Dept. of Stat., Univ. of Birjand, Birjand, Iran
Volume
64
Issue
2
fYear
2015
fDate
Jun-15
Firstpage
627
Lastpage
635
Abstract
In this article, a general goodness of fit test is developed by using a new estimate of Kullback-Leibler (KL) information based on Type-II censored data. The proposed test is consistent, and the test statistic is nonnegative, just like KL information. Then, the test statistic is used to test for exponentiality based on Type-II censored data. Through a simulation study, power values of the proposed test are compared with some prominent existing tests. A real-life data analysis is finally presented for illustrative purpose.
Keywords
Monte Carlo methods; entropy; statistical testing; Kullback-Leibler information estimation; goodness of fit; real-life data analysis; test statistic; type II censored data; Entropy; Estimation; Hazards; Joints; Monte Carlo methods; Probability density function; Testing; Entropy; Kullback-Leibler information; Monte Carlo simulation; Type-II censoring; power study; test for exponentiality;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/TR.2014.2366763
Filename
6953323
Link To Document