Goodness of Fit Tests for Rayleigh Distribution Based on Phi-Divergence

• EHSAN ZAMANZADE ^[1] ; M. MAHDIZADEH ^[2]
  1. [1] University of Isfahan

     University of Isfahan

     Irán

     
  2. [2] Hakim Sabzevari University Department of Statistics
• Localización: Revista Colombiana de Estadística, ISSN-e 2389-8976, ISSN 0120-1751, Vol. 40, Nº. 2, 2017, págs. 279-290
• Idioma: inglés
• DOI: 10.15446/rce.v40n2.60375
• Títulos paralelos:
  • Pruebas de bondad de ajuste para distribución Rayleigh basadas en Divergencia Phi
• Enlaces
  • Texto completo
• Resumen
  • español

    En este artículo desarrollamos pruebas de bondadn de ajuste para distribución Rayleigh basados en divergencia Phi. Usando simulaciones de Monte Carlo, comparamos el poder de las pruebas propuestas con algunas pruebas tradicionales incluyendo Kolmogorov-Smirnov, Anderson-Darling y Cramer von-Mises. Los resultados indican que la prueba propuesta funciona mejor que las otras pruebas reportadas en literatura. Finalmente, los procedimientos nuevos son ilustrados sobre dos conjuntos de datos reales.

  • English

    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.

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