On the Kullback–Leibler information of hybrid censored data

ABSTRACT

A hybrid censoring is a mixture of Type I and Type II censoring where the experiment terminates when either rth failure or predetermined censoring time comes first or later. In this article, we consider order statistics of the Type I censored data and provide a simple expression for their Kullback–Leibler (KL) information. Then, we provide the expressions for the KL information of the Type I and Type II hybrid censored data.

KEYWORDS:

• Censored variable
• Fisher information
• Hazard function
• Order statistics
• Relative risk

Mathematics Subject Classification:

• 62N03

Acknowledgments

The author is grateful to two anonymous referees and an associate editor for making some useful comments on an earlier version of this manuscript.

Funding

This research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0029104) and Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education (NRF-2015R1D1A1A01056578).