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Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data

Author

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  • Jonggun Lim
  • Sangun Park

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.

Suggested Citation

  • Jonggun Lim & Sangun Park, 2007. "Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(9), pages 1051-1064.
    • Handle: RePEc:taf:japsta:v:34:y:2007:i:9:p:1051-1064
    DOI: 10.1080/02664760701592000
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    Citations

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    Cited by:

    1. T. Fischer & U. Kamps, 2013. "Power maps in goodness-of-fit testing," Computational Statistics, Springer, vol. 28(3), pages 1365-1382, June.
    2. Aurea Grané, 2012. "Exact goodness-of-fit tests for censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(6), pages 1187-1203, December.
    3. Asok K. Nanda & Shovan Chowdhury, 2021. "Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades," International Statistical Review, International Statistical Institute, vol. 89(1), pages 167-185, April.

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