Testing exponentiality using different entropy estimates based on Type II censored data : A Monte Carlo power comparison
DOI:
https://doi.org/10.23055/ijietap.2017.24.5.3225Keywords:
Testing exponentiality, Entropy estimator, Kullback-Leibler information, Type-II censoring, Monte Carlo simulation, Power study.Abstract
The exponential distribution is commonly used to model andexamine lifetime data. When applying the exponential model, it is critical to
develop efficient goodness of fit tests. In this article, we first propose some
new entropy estimators for Type-II censored data and then introduce some
goodness of fit test statistics for the exponential distribution based on Type-II
censored data using different entropy estimators. The critical values of the tests
do not depend on the scale parameter of the exponential distribution and
therefore the proposed tests are exact. The critical values and powers of the
tests are obtained. The Monte Carlo simulation study indicates that the
proposed tests have higher powers than competing tests against the alternatives
with monotone increasing hazard functions. Real-life data examples
demonstrate the applicability of the proposed tests in practice.
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