Censored Kullback-Leibler information and goodness-of-fit test with type II censored data

Jonggun Lim, Sangun Park

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the Kullback-Leibler information to the censored case. Then we establish a goodness-of-fit test statistic based on the censored Kullback-Leibler information with the type 2 censored data, and compare the test statistics with some existing test statistics for the exponential and normal distributions.

Original languageEnglish
Pages (from-to)1051-1064
Number of pages14
JournalJournal of Applied Statistics
Volume34
Issue number9
DOIs
Publication statusPublished - 2007 Nov 1

Fingerprint

Kullback-Leibler Information
Censored Data
Goodness of Fit Test
Test Statistic
Exponential distribution
Gaussian distribution
Generalise
Test statistic
Censored data
Goodness of fit test

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

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Censored Kullback-Leibler information and goodness-of-fit test with type II censored data. / Lim, Jonggun; Park, Sangun.

In: Journal of Applied Statistics, Vol. 34, No. 9, 01.11.2007, p. 1051-1064.

Research output: Contribution to journalArticle

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