Title :
Goodness of Fit Using a New Estimate of Kullback-Leibler Information Based on Type II Censored Data
Author :
Noughabi, Hadi Alizadeh ; Balakrishnan, Narayanaswamy
Author_Institution :
Dept. of Stat., Univ. of Birjand, Birjand, Iran
Abstract :
In this article, a general goodness of fit test is developed by using a new estimate of Kullback-Leibler (KL) information based on Type-II censored data. The proposed test is consistent, and the test statistic is nonnegative, just like KL information. Then, the test statistic is used to test for exponentiality based on Type-II censored data. Through a simulation study, power values of the proposed test are compared with some prominent existing tests. A real-life data analysis is finally presented for illustrative purpose.
Keywords :
Monte Carlo methods; entropy; statistical testing; Kullback-Leibler information estimation; goodness of fit; real-life data analysis; test statistic; type II censored data; Entropy; Estimation; Hazards; Joints; Monte Carlo methods; Probability density function; Testing; Entropy; Kullback-Leibler information; Monte Carlo simulation; Type-II censoring; power study; test for exponentiality;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.2014.2366763
