Abstract
We express the joint entropy of order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of the type II censored data. Then we establish a goodness of fit test statistic based on the Kullback-Leibler information with the type II censored data, and compare its performance with some leading test statistics. A Monte Carlo simulation study shows that the proposed test statistic shows better powers than some leading test statistics against the alternatives with monotone increasing hazard functions.
| Original language | English |
|---|---|
| Pages (from-to) | 22-26 |
| Number of pages | 5 |
| Journal | IEEE Transactions on Reliability |
| Volume | 54 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2005 Mar |
Bibliographical note
Funding Information:Manuscript received June 18, 2001. This work was supported by Yonsei University Research Fund of 2003. Associate Editor: J.-C. Lu. The author is with the Department of Applied Statistics, Yonsei University, Shinchon Dong 134, Seoul, Korea (e-mail: sangun@yonsei.ac.kr). Digital Object Identifier 10.1109/TR.2004.837314
All Science Journal Classification (ASJC) codes
- Safety, Risk, Reliability and Quality
- Electrical and Electronic Engineering