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On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data

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  • Sangun Park
  • Johan Lim

Abstract

The extensions of the entropy and Kullback–Leibler (KL) information to the cumulative distribution function have been recently studied because they are well defined on the empirical distribution function. In this paper, we generalize the extended KL information to the censored case and propose a censored cumulative residual KL information. We estimate the censored cumulative residual KL information based on the empirical distribution function and evaluate its performance as a goodness of fit test statistic for the censored data. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Sangun Park & Johan Lim, 2015. "On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data," Statistical Papers, Springer, vol. 56(1), pages 247-256, February.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:1:p:247-256
    DOI: 10.1007/s00362-014-0579-5
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    1. M. Razmkhah & H. Morabbi & J. Ahmadi, 2012. "Comparing two sampling schemes based on entropy of record statistics," Statistical Papers, Springer, vol. 53(1), pages 95-106, February.
    2. Theil, Henri, 1980. "The entropy of the maximum entropy distribution," Economics Letters, Elsevier, vol. 5(2), pages 145-148.
    3. S. Baratpour & J. Ahmadi & N. Arghami, 2007. "Entropy properties of record statistics," Statistical Papers, Springer, vol. 48(2), pages 197-213, April.
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    Cited by:

    1. Benchong Li & Liya Fu, 2018. "Exact test of goodness of fit for binomial distribution," Statistical Papers, Springer, vol. 59(3), pages 851-860, September.
    2. 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.
    3. Amit Ghosh & Chanchal Kundu, 2019. "Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures," Statistical Papers, Springer, vol. 60(6), pages 2225-2252, December.
    4. Park, Sangun & Pakyari, Reza, 2015. "Cumulative residual Kullback–Leibler information with the progressively Type-II censored data," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 287-294.

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