Testing for uniformity of the residual life time based on dynamic Kullback-Leibler information

被引：12

作者：

Ebrahimi, N ^{[1
]}

机构：

[1] No Illinois Univ, Div Stat, De Kalb, IL 60115 USA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2001年 / 53卷 / 02期

关键词：

discrimination information; uniformity tests; goodness-of-fit tests; consistent tests;

D O I：

10.1023/A:1012085320762

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article a goodness of fit test for distributional assumptions regarding the residual lifetime is proposed. The test is based on a Vasicek type sum log-spacings estimators of a dynamic version of Kullback-Leibler information. The specific distributional hypothesis considered is of the unformity over [0,1]. However, the test can be used for testing any simple goodness of fit hypothesis. The asymptotic distribution of the test statistic together with a tabulation of the critical points for different sample sizes are given. Finally, the power function of the test is empirically studied in comparison with some competitors, and the test appears to be meritorious.

引用

页码：325 / 337

页数：13

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