Communications in Statistics Part B: Simulation and Computation, ( ISI ), Volume (45), No (7), Year (2016-8) , Pages (2625-2637)

Title : ( Exponentiality Test Based on the Progressive Type II Censoring via Cumulative Entropy )

Authors: Simindokht Baratpour Bajgiran , Arezou Habibirad ,

Citation: BibTeX | EndNote

Abstract

In this paper, we use cumulative residual Kullback-Leibler information (CRKL) and cumulative Kullback-Leibler information (CKL) to construct two goodness-offit test statisttics for testing exponentiality with progressively Type-II censored data. The power of the proposed tests are compared with the power of goodnessoffit test for exponentiality introduced by Balakrishnan et al. (2007). We show that when the hazard function of the alternative is monotone decreasing, the test based on CRKL has higher power and when the hazard function of the alternative is non-monotone, the test based on CKL has higher power. But, when it is monotone increasing the power difference between test based on CKL and their proposed test is not so remarkable. The use of the proposed tests is shown in an illustrative example.

Keywords

, Cumulative residual entropy; Maximum entropy; Kullback, Leibler divergence;Exponential distribution; Power study.
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@article{paperid:1044058,
author = {Baratpour Bajgiran, Simindokht and Habibirad, Arezou},
title = {Exponentiality Test Based on the Progressive Type II Censoring via Cumulative Entropy},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2016},
volume = {45},
number = {7},
month = {August},
issn = {0361-0918},
pages = {2625--2637},
numpages = {12},
keywords = {Cumulative residual entropy; Maximum entropy; Kullback-Leibler divergence;Exponential distribution; Power study.},
}

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%0 Journal Article
%T Exponentiality Test Based on the Progressive Type II Censoring via Cumulative Entropy
%A Baratpour Bajgiran, Simindokht
%A Habibirad, Arezou
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2016

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