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

Sangun Park () and Johan Lim ()

Statistical Papers, 2015, vol. 56, issue 1, 247-256

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

Keywords: Censored data; Entropy; Goodness of fit; Survival function (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00362-014-0579-5

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