Main Article Content

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.


 

Keywords

Divergence measure Entropy Goodness-of-fit Jeffreys Lin-Wong Monte Carlo Simulation Power Rayleigh distribution Renyi

Article Details

How to Cite
Amir Jahanshahi, S. M., Habibi Rad, A., & Fakoor, V. (2020). Some New Goodness-of-fit Tests for Rayleigh Distribution. Pakistan Journal of Statistics and Operation Research, 16(2), 305-315. https://doi.org/10.18187/pjsor.v16i2.3087

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