Minimum and Maximum Information Censoring Plans in Progressive Censoring |
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| Authors: | Erhard Cramer Christain Bagh |
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| Institution: | 1. Institute of Statistics , RWTH Aachen University , Aachen , Germany erhard.cramer@rwth-aachen.de;3. Deutsche Rück , Düsseldorf , Germany |
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| Abstract: | Expressions for the entropy, the Kullback-Leibler information, and the I α-information are established for distributions of progressively Type-II censored order statistics. These results are used to identify minimum and maximum information censoring plans. In particular, we find minimum and maximum entropy plans for DFR, exponential, Pareto, reflected power, and Weibull distributions. The results for Kullback-Leibler and I α-information hold for any continuous distribution. |
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| Keywords: | Differential entropy I α-information Kullback-Leibler information Optimal censoring schemes Progressive censoring |
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