We propose an extension of Kullback-Leibler information to the survival function, and generalize it to the censored case. We evaluate its performance as a goodness-of-fit test statistic with the progressively Type-II censored data. The new test is evaluated through Monte Carlo Simulations.
Bibliographical noteFunding Information:
The authors are grateful to anonymous referees and the associate editor for providing some useful comments on an earlier version of this manuscript. The work of the first author was supported by the National Research Foundation of Korea (NRF) grant funded by the Ministry of Education ( 2012-004905 ).
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty