Pakistan Journal of Statistics and Operation Research, Year (2020-5)

Title : ( Some New Goodness-of-fit Tests for Rayleigh Distribution )

Authors: S.M.A. Jahanshahi , Arezou Habibirad , Vahid Fakoor ,

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Abstract

This article deals with goodness-of-fit test for Rayleigh distribution. Three new tests based on Jeffreys, Lin-Wong and Rényi divergence measures are proposed, and shown to be consistent. Monte Carlo simulations are performed for various alternatives and sample sizes in order to compare the proposed tests with other goodnessof-fit tests for Rayleigh distribution in the literature. Simulation results showed that in comparison with the existing tests, our proposed tests have shown better performances in terms of power and among them Jeffreys test is better than other. Finally, illustrative example for use of some considered more powerful tests are presented and analyzed.

Keywords

, Divergence measure, Entropy, Goodness-of-fit, Jeffreys, Lin-Wong, Monte Carlo Simulation, Power, Rayleigh distribution, Rényi.
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@article{paperid:1080024,
author = {سید مهدی امیر جهانشاهی and Habibirad, Arezou and Fakoor, Vahid},
title = {Some New Goodness-of-fit Tests for Rayleigh Distribution},
journal = {Pakistan Journal of Statistics and Operation Research},
year = {2020},
month = {May},
issn = {1816-2711},
keywords = {Divergence measure; Entropy; Goodness-of-fit; Jeffreys; Lin-Wong; Monte Carlo Simulation; Power; Rayleigh distribution; Rényi.},
}

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%0 Journal Article
%T Some New Goodness-of-fit Tests for Rayleigh Distribution
%A سید مهدی امیر جهانشاهی
%A Habibirad, Arezou
%A Fakoor, Vahid
%J Pakistan Journal of Statistics and Operation Research
%@ 1816-2711
%D 2020

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