For comparing two cumulative hazard functions, we consider an extension of the Kullback–Leibler information to the cumulative hazard function, which is concerning the ratio of cumulative hazard functions. Then we consider its estimate as a goodness-of-fit test with the Type II censored data. For an exponential null distribution, the proposed test statistic is shown to outperform other test statistics based on the empirical distribution function in the heavy censoring case against the increasing hazard alternatives.
|Number of pages||10|
|Journal||Communications in Statistics: Simulation and Computation|
|Publication status||Published - 2017 Apr 21|
Bibliographical notePublisher Copyright:
© 2017 Taylor & Francis Group, LLC.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modelling and Simulation