Abstract

ZAMANZADE, EHSAN  and  MAHDIZADEH, M.. Goodness of Fit Tests for Rayleigh Distribution Based on Phi-Divergence. Rev.Colomb.Estad. [online]. 2017, vol.40, n.2, pp.279-290. ISSN 0120-1751.  https://doi.org/10.15446/rce.v40n2.60375.

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 new procedures are illustrated via two real data sets.

Keywords : Goodness of fit test; Monte Carlo simulation; Phi-divegence; Rayleigh distribution.

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