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

被引:57
作者
Park, SG [1 ]
机构
[1] Yonsei Univ, Dept Appl Stat, Seoul, South Korea
关键词
entropy; hazard function; maximum entropy; Monte-Carlo simulation; order statistics;
D O I
10.1109/TR.2004.837314
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
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.
引用
收藏
页码:22 / 26
页数:5
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