The extensions of the entropy and Kullback–Leibler (KL) information to the cumulative distribution function have been recently studied because they are well defined on the empirical distribution function. In this paper, we generalize the extended KL information to the censored case and propose a censored cumulative residual KL information. We estimate the censored cumulative residual KL information based on the empirical distribution function and evaluate its performance as a goodness of fit test statistic for the censored data.
Bibliographical noteFunding Information:
The authors are grateful to two anonymous referees and an associate editor for making some useful comments on an earlier version of this manuscript. This work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government(MEST) (No. 2011-0029104, 2012-004905).
© 2014, Springer-Verlag Berlin Heidelberg.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty