Cumulative residual Kullback-Leibler information with the progressively Type-II censored data

Sangun Park, Reza Pakyari

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)287-294
Number of pages8
JournalStatistics and Probability Letters
Volume106
DOIs
Publication statusPublished - 2015 Nov 1

Fingerprint

Kullback-Leibler Information
Survival Function
Censored Data
Goodness of Fit Test
Test Statistic
Monte Carlo Simulation
Generalise
Evaluate
Goodness of fit test
Test statistic
Monte Carlo simulation
Censored data

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

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title = "Cumulative residual Kullback-Leibler information with the progressively Type-II censored data",
abstract = "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.",
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Cumulative residual Kullback-Leibler information with the progressively Type-II censored data. / Park, Sangun; Pakyari, Reza.

In: Statistics and Probability Letters, Vol. 106, 01.11.2015, p. 287-294.

Research output: Contribution to journalArticle

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AU - Pakyari, Reza

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AB - 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.

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