Goodness-of-fit tests for lifetime distributions based on Type II censored data

摘要

In this article, the general test statistic introduced by Alizadeh Noughabi and Balakrishnan [Goodness of fit using a new estimate of Kullback-Leibler information based on Type II censored data. IEEE Trans Reliab. 2015;64:627-635.] is applied for testing goodness of fit of lifetime distributions based on Type II censored data. The test statistic is constructed based on an estimate of Kullback-Leibler (KL) information. We investigate the properties of the proposed test statistic such as the test statistic is nonnegative, just like KL information. We apply this test statistic to following distributions: Exponential, Weibull, Log-normal and Pareto. The critical values and Type I error of the proposed tests are obtained. It is shown that the proposed tests have an excellent Type I error and hence can be used confidently in practice. Then, by Monte Carlo simulations, the power values of the proposed tests are computed against several alternatives and compared with those of the existing tests. Finally, some real-world reliability data are used for illustrative purpose.