On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data

Sangun Park, Johan Lim

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)247-256
Number of pages10
JournalStatistical Papers
Volume56
Issue number1
DOIs
Publication statusPublished - 2015 Jan 15

Fingerprint

Kullback-Leibler Information
Censored Data
Goodness of Fit Test
Empirical Distribution Function
Cumulative distribution function
Test Statistic
Well-defined
Entropy
Generalise
Goodness of fit test
Censored data
Evaluate
Estimate
Distribution function
Empirical distribution

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

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On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data. / Park, Sangun; Lim, Johan.

In: Statistical Papers, Vol. 56, No. 1, 15.01.2015, p. 247-256.

Research output: Contribution to journalArticle

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