区间删失情形下基于熵的指数性的检验(英文)

Entropy-Based Test for Exponentiality Under Interval Censorship

考虑了当观测存在区间删失情形下指数性的检验问题 .记随机样本为 {Xi}ni=1,观测值为Yi =a如Xi <a ,Yi =b如Xi >b ,否则Yi =Xi.其中 0 a <b ∞为两个常数 .我们给出了检验 {Xi}的指数性的一个有效的方法 ,并得到了检验的相合性 .模拟结果表明检验与已有的完全观测情形下的检验 (参见EbrahimiHabibullah ,Soofi.JournaloftheRoyalStatisticalSociety .SeriesB .1 992 ,Vol.54:p739～p74 8)

We consider the problem of testing exponentiality when the observations are interval censored. In particular, we observe Y i=a if X i<a, Y i=b if X i>b and Y i=X i otherwise, where {X i} n i=1 is random sample and 0a<b ∞ are two constants. We give an efficient way in which we can test the exponentiality of {X i}. Consistency of our test statistic is established. Simulations indicate that our method has similar limit behavior as the existing method in uncensored case (see Ebrahimi Habibullah, Soofi. Journal of the Royal Statistical Society. Series B. 1992, Vol.54: p739～p748).