Some New Goodness-of-fit Tests for Rayleigh Distribution
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Published:2020-05-31
Issue:
Volume:
Page:305-315
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ISSN:2220-5810
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Container-title:Pakistan Journal of Statistics and Operation Research
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language:
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Short-container-title:Pak.j.stat.oper.res.
Author:
Amir Jahanshahi Seyed MahdiORCID,
Habibi Rad Arezo,
Fakoor VahidORCID
Abstract
In this paper, we introduce some new goodness-of-fit tests for the Rayleigh distribution based on Jeffreys, Lin-Wong and Renyi divergence measures. Then, the new proposed tests are compared with other tests in the literature. We compare the power of considered tests for some alternative distributions whose powers are calculated by Monte Carlo simulation. Finally, we conclude that entropy-based tests have a good performance in terms of power and among them Jeffreys test is the best one.
Publisher
Pakistan Journal of Statistics and Operation Research
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability