Testing Exponentiality Based on Kullback-Leibler Information with Progressively Type-II Censored Data

We express the joint entropy of progressively censored order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint entropy of progressively Type-II censored data. We then construct a goodness-of-fit test statistic based on Kullback-Leibler information with progressively Type-II censored data. Finally, by using Monte Carlo simulations, the power of the test is estimated, and compared against several alternatives under different progressive censoring schemes.