Goodness of fit tests for Rayleigh distribution based on Phi-divergence
In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling, and Cramer Von-Mises tests. The...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2017-07-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | https://revistas.unal.edu.co/index.php/estad/issue/view/4760 |
| Summary: | In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling, and Cramer Von-Mises tests. The results indicate that the proposed tests perform well as compared with their competing tests in the literature. Finally, the proposed procedures are illustrated via a real data set. |
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| ISSN: | 0120-1751 0120-1751 |