Testing Exponentiality Based on the Kullback-Leibler Information With the Type II Censored Data

We express the joint entropy of order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of the type II censored data. Then we establish a goodness of fit test statistic based on the Kullback-Leibler information with the type II censored data, and compare its performance with some leading test statistics. A Monte Carlo simulation study shows that the proposed test statistic shows better powers than some leading test statistics against the alternatives with monotone increasing hazard functions.