Main Article Content

Abstract

A class of goodness of fit tests for Marshal-Olkin Extended Rayleigh distribution with estimated parameters is proposed. The tests are based on the empirical distribution function. For determination of asymptotic percentage points, Kolomogorov-Sminrov, Cramer-von-Mises, Anderson-Darling,Watson, and Liao-Shimokawa test statistic are used. This article uses Monte Carlo simulations to obtain asymptotic percentage points for Marshal-Olkin extended Rayleigh distribution. Moreover, power of the goodness of fit test statistics is investigated for this lifetime model against several alternatives.

Keywords

Marshal-Olkin Extended Rayleigh distribution Goodness of fit Monte-Carlo simulation Asymptotic percentage points Power test

Article Details

Author Biographies

Naz Saud, Lahore College for Women University, Lahore.

Assistant Professor

Sohail Chand, College of Statistical and Actuarial Sciences, University of the Punjab, Quaid-i-Azam Campus, Lahore, Pakistan

Associate Professor

How to Cite
Saud, N., & Chand, S. (2019). Goodness of Fit Tests for Marshal-Olkin Extended Rayleigh Distribution. Pakistan Journal of Statistics and Operation Research, 16(3), 587-598. https://doi.org/10.18187/pjsor.v16i3.2624

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