Testing exponentiality based on the Kullback-Leibler information with the type II censored data

Research output: Contribution to journalArticle

40 Citations (Scopus)

Abstract

We express the joint entropy of order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of the type II censored data. Then we establish a goodness of fit test statistic based on the Kullback-Leibler information with the type II censored data, and compare its performance with some leading test statistics. A Monte Carlo simulation study shows that the proposed test statistic shows better powers than some leading test statistics against the alternatives with monotone increasing hazard functions.

Original languageEnglish
Pages (from-to)22-26
Number of pages5
JournalIEEE Transactions on Reliability
Volume54
Issue number1
DOIs
Publication statusPublished - 2005 Mar 1

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Statistics
Testing
Hazards
Entropy

All Science Journal Classification (ASJC) codes

  • Safety, Risk, Reliability and Quality
  • Electrical and Electronic Engineering

Cite this

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Testing exponentiality based on the Kullback-Leibler information with the type II censored data. / Park, Sangun.

In: IEEE Transactions on Reliability, Vol. 54, No. 1, 01.03.2005, p. 22-26.

Research output: Contribution to journalArticle

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