Some extensions of Kullback-Leibler information based on survival function

Document Type : Original Paper

Authors

Department of Statistics, University of Birjand, Birjand , Iran

Abstract

In this article, we first investigate some extensions of Kullback-Leibler information and their
properties. Then, we consider the moment constraints for the maximum distribution of cumulative residual
entropy and investigate the relationship between the cumulative residual Kullback-Leibler information
(CRKL) and cumulative residual entropy (CRE). We also discuss the methods for estimating the scale
parameter of Rayleigh distribution and provide two estimation methods. In the following we use cumulative
residual Kullback-Leibler information as a goodness of fit test statistic. Then we compute the critical
values and the power of proposed tests and compare the power values with with the power of other tests.
Finally, we apply the tests for a real data set.

Keywords

Main Subjects


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