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.
Bibliographical noteFunding Information:
Manuscript received June 18, 2001. This work was supported by Yonsei University Research Fund of 2003. Associate Editor: J.-C. Lu. The author is with the Department of Applied Statistics, Yonsei University, Shinchon Dong 134, Seoul, Korea (e-mail: email@example.com). Digital Object Identifier 10.1109/TR.2004.837314
All Science Journal Classification (ASJC) codes
- Safety, Risk, Reliability and Quality
- Electrical and Electronic Engineering