Censored Kullback-Leibler information and goodness-of-fit test with type II censored data

Jonggun Lim; Sangun Park

doi:10.1080/02664760701592000

Censored Kullback-Leibler information and goodness-of-fit test with type II censored data

Jonggun Lim, Sangun Park

Department of Applied Statistics

Research output: Contribution to journal › Article › peer-review

21 Citations (Scopus)

Abstract

The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the Kullback-Leibler information to the censored case. Then we establish a goodness-of-fit test statistic based on the censored Kullback-Leibler information with the type 2 censored data, and compare the test statistics with some existing test statistics for the exponential and normal distributions.

Original language	English
Pages (from-to)	1051-1064
Number of pages	14
Journal	Journal of Applied Statistics
Volume	34
Issue number	9
DOIs	https://doi.org/10.1080/02664760701592000
Publication status	Published - 2007 Nov

Bibliographical note

Funding Information:
The authors wish to express their sincere thanks to an anonymous referee for very helpful comments and suggestions, particularly Remark 1, which are incorporated in the paper. This work of the second author was supported by the Korea Research Foundation Grant funded by the Korean Government(MOEHRD) (KRF-2006-312-C00068).

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1080/02664760701592000

Cite this

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abstract = "The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the Kullback-Leibler information to the censored case. Then we establish a goodness-of-fit test statistic based on the censored Kullback-Leibler information with the type 2 censored data, and compare the test statistics with some existing test statistics for the exponential and normal distributions.",

author = "Jonggun Lim and Sangun Park",

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Censored Kullback-Leibler information and goodness-of-fit test with type II censored data

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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