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CSISZAR DIVERGENCE FROM CONSTANT FAILURE RATE MODEL FOR GROUPED DATA
Abstract:We propose a measure of divergence in failure rates of a system from the constant failure rate model for a grouped data situation. We use this measure to compare the divergences of several systems from the constant failure rate model and find the asymptotic distributions of the test statistics. Several applications are discussed to illustrate the procedure. In the context of testing the goodness-of-fit with the constant failure rate model, we conduct a simulation study which shows that this procedure compares favorably with the Pearson chi-square test and the likelihood ratio test procedures.
Keywords:Csiszar divergence  Goodness-of-fit tests  Kullback-Leibler divergence  Satterthwaite approximation  Shannon entropy
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