Cumulative residual Kullback-Leibler information with the progressively Type-II censored data

Sangun Park; Reza Pakyari

doi:10.1016/j.spl.2015.07.029

Cumulative residual Kullback-Leibler information with the progressively Type-II censored data

Sangun Park, Reza Pakyari

Department of Applied Statistics

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

14 Citations (Scopus)

Abstract

We propose an extension of Kullback-Leibler information to the survival function, and generalize it to the censored case. We evaluate its performance as a goodness-of-fit test statistic with the progressively Type-II censored data. The new test is evaluated through Monte Carlo Simulations.

Original language	English
Pages (from-to)	287-294
Number of pages	8
Journal	Statistics and Probability Letters
Volume	106
DOIs	https://doi.org/10.1016/j.spl.2015.07.029
Publication status	Published - 2015 Nov 1

Bibliographical note

Funding Information:
The authors are grateful to anonymous referees and the associate editor for providing some useful comments on an earlier version of this manuscript. The work of the first author was supported by the National Research Foundation of Korea (NRF) grant funded by the Ministry of Education ( 2012-004905 ).

Publisher Copyright:
© 2015 Elsevier B.V.

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2015.07.029

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N2 - We propose an extension of Kullback-Leibler information to the survival function, and generalize it to the censored case. We evaluate its performance as a goodness-of-fit test statistic with the progressively Type-II censored data. The new test is evaluated through Monte Carlo Simulations.

AB - We propose an extension of Kullback-Leibler information to the survival function, and generalize it to the censored case. We evaluate its performance as a goodness-of-fit test statistic with the progressively Type-II censored data. The new test is evaluated through Monte Carlo Simulations.

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Cumulative residual Kullback-Leibler information with the progressively Type-II censored data

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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