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

被引：13

作者：

Park, Sangun ^{[1
]}

Lim, Johan ^{[2
]}

机构：

[1] Yonsei Univ, Dept Appl Stat, Seoul 120749, South Korea

[2] Seoul Natl Univ, Dept Stat, Seoul, South Korea

来源：

STATISTICAL PAPERS | 2015年 / 56卷 / 01期

基金：

新加坡国家研究基金会;

关键词：

Censored data; Entropy; Goodness of fit; Survival function; ENTROPY;

D O I：

10.1007/s00362-014-0579-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：247 / 256

页数：10

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