A Goodness-of-Fit Test for Rayleigh Distribution Based on Hellinger Distance

S. M. A. Jahanshahi, A. Habibi Rad () and V. Fakoor
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S. M. A. Jahanshahi: Ferdowsi University of Mashhad
A. Habibi Rad: Ferdowsi University of Mashhad
V. Fakoor: Ferdowsi University of Mashhad

Annals of Data Science, 2016, vol. 3, issue 4, No 3, 411 pages

Abstract: Abstract In this paper, we introduce a new goodness-of-fit test for Rayleigh distribution based on Hellinger distance. In addition, some properties about the proposed test is presented. Then, new proposed test is compared with other goodness-of-fit tests for Rayleigh distribution in the literature in terms of power. Finally, we conclude that the entropy based tests demonstrate a good performance in terms of power and we can choose the Hellinger test as more powerful than the other competitor tests.

Keywords: Entropy; Goodness-of-fit; Hellinger distance; Power; Rayleigh distribution (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s40745-016-0088-6

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