Testing exponentiality based on Kullback-Leibler information with progressively Type-II censored data

被引:74
|
作者
Balakrishnan, Narayanaswamy [1 ]
Rad, Arezou Habibi
Arghami, Naser Reza
机构
[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
[2] Ferdowsi Univ Mashhad, Sch Math Sci, Dept Stat, Mashhad 91775, Iran
基金
加拿大自然科学与工程研究理事会;
关键词
entropy; hazard function; maximum entropy; Monte Carlo simulation; order statistics; progressively Type-II censored data;
D O I
10.1109/TR.2007.895308
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
We express the joint entropy of progressively censored order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of progressively Type-II censored data. We then construct a goodness-of-fit test statistic based on Kullback-Leibler information with progressively Type-II censored data. Finally, by using Monte Carlo simulations, the power of the test is estimated, and compared against several alternatives under different progressive censoring schemes.
引用
收藏
页码:301 / 307
页数:7
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