A Review of Goodness-of-Fit Tests for the Rayleigh Distribution

Austrian Journal of Statistics

article

Shawn Liebenberg¹  James Allison² 

[1] North-West University;Nort-West University

关键词: Rayleigh distribution;    goodness-of-fit;    Monte Carlo;   

DOI  :  10.17713/ajs.v52i1.1322

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

The Rayleigh distribution has recently become popular as a model for a range of phenomena. As a result, a number of goodness-of-fit tests have been developed for this distribution. In this paper, we provide the first overview of goodness-of-fit tests for the Rayleigh distribution and compare these tests in a Monte-Carlo study to identify the tests that provide the highest powers against a wide range of alternatives. Our findings suggest that two recently developed tests as well as a test based on the Laplace transform and a test based on the Hellinger distance are the better performing tests.

【 授权许可】

CC BY