چهارمین سمینار تخصصی نظریه قابلیت اعتماد و کاربردهای آن , 2018-04-25

Title : ( Testing Exponentiality Based on the Residual Lin Wong Divergence )

Authors: MOHADESEH KHALILI , F. Yousefzadeh ,

Citation: BibTeX | EndNote

Abstract

Testing exponentiality has long been an interesting issue in statistical inferences. This article is based on a modified measure of distance between two distributions. New measure is similar Kullback Leibler divergence and it is related to the Lin Wong divergence applied on the residual lifetime data. Modified measure, a consistent test statistic for testing the hypothesis of exponentiality against some alternatives is developed. In order to estimate the divergence, we first consider a method similar to Vasicek's method for estimating the Shannon entropy. Then, critical values of the test are computed by Monte Carlo simulation. Finally, we found that the powers differences between the proposed test and other tests. It is shown that the proposed test is better than other tests of exponentiality, when hazard rate function is increasing. Finally, the use of the proposed test is shown in two illustrative examples.

Keywords

, Goodness of fit testing, Lin Wong divergence, Kullback Leibler divergence, Exponentiality test.
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@inproceedings{paperid:1068574,
author = {KHALILI, MOHADESEH and },
title = {Testing Exponentiality Based on the Residual Lin Wong Divergence},
booktitle = {چهارمین سمینار تخصصی نظریه قابلیت اعتماد و کاربردهای آن},
year = {2018},
location = {شیراز, IRAN},
keywords = {Goodness of fit testing; Lin Wong divergence; Kullback Leibler divergence; Exponentiality test.},
}

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%0 Conference Proceedings
%T Testing Exponentiality Based on the Residual Lin Wong Divergence
%A KHALILI, MOHADESEH
%A
%J چهارمین سمینار تخصصی نظریه قابلیت اعتماد و کاربردهای آن
%D 2018

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