Published

2017-07-01

Goodness of fit tests for Rayleigh distribution based on Phi-divergence

Pruebas de bondad de ajuste para distribución Rayleigh basadas en Divergencia Phi

DOI:

https://doi.org/10.15446/rce.v40n2.60375

Keywords:

Rayleigh distribution, Goodness of fit test, Phi-divegence, Monte Carlo simulation. (en)
distribución Rayleigh, Divergencia Phi, Pruebas de bondad de ajuste, Simulaciones Monte Carlo (es)

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Authors

  • Mahdi Mahdizadeh Department of Statistics, Hakim Sabzevari University, Iran
  • Ehsan Zamanzade Department of Statistics, University of Isfahan, Iran
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.
En este artículo desarrollamos pruebas de bondad 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.

References

Alizadeh Noughabi, H. & Balakrishnan, N. (2016), `Tests of goodness of fit based on Phi-divergence', Journal of Applied Statistics 43(3), 412-429.

Alizadeh Noughabi, R., Alizadeh Noughabi, H. & Ebrahimi Moghaddam Behdadi, A. (2014), `An entropy test for the rayleigh distribution and power comparison', Journal of Statistical Computation and Simulation 84(1), 151-158.

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Dey, S., Dey, T. & Kundu, D. (2014), `Two parameter Rayleigh distribution: Different methods of estimation', merican Journal of Mathematical and Management Sciences 33(1), 55-74.

Jahanshahi, S., Habibi Rad, A. & Fakoor, V. (2016), `A goodness-of-fit test for Rayleigh distribution based on Helinger distance', Annals of Data Sciences 3(4), 401-411.

Johnson, N., Kotz, S. & Balakrishnan, N. (1994), Continuous univariate distributions, Wiley.

Lawless, J. F. (1982), Statistical model and methods for lifetime data, Wiley, New York.

Liese, F. & Vajda, I. (2006), `On divergences and informations in statistics and information theory', IEEE Transactions on Information Theory 52, 4394-4412.

Mahdizadeh, M. (2012), `On the use of ranked set samples in entropy based test of fit for the Laplace distribution', Revista Colombiana de Estadística 35(3), 443-455.

Siddiqui, M. (1962), `Some problems connected with Rayleigh distribution', Journal of Research of the National Bureau of Standards 66D, 167-174.

Soliman, A. & Al-Aboud, F. M. (2008), `Bayesian inference using record values from Rayleigh model with application', European Journal of Operational Research 185, 659-672.

Zamanzade, E. & Mahdizadeh, M. (2017), `Entropy estimation from ranked set samples with application to test of fit', Revista Colombiana de Estadística 40(2), 223-241.

How to Cite

APA

Mahdizadeh, M. and Zamanzade, E. (2017). Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Revista Colombiana de Estadística, 40(2), 279–290. https://doi.org/10.15446/rce.v40n2.60375

ACM

[1]
Mahdizadeh, M. and Zamanzade, E. 2017. Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Revista Colombiana de Estadística. 40, 2 (Jul. 2017), 279–290. DOI:https://doi.org/10.15446/rce.v40n2.60375.

ACS

(1)
Mahdizadeh, M.; Zamanzade, E. Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Rev. colomb. estad. 2017, 40, 279-290.

ABNT

MAHDIZADEH, M.; ZAMANZADE, E. Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Revista Colombiana de Estadística, [S. l.], v. 40, n. 2, p. 279–290, 2017. DOI: 10.15446/rce.v40n2.60375. Disponível em: https://revistas.unal.edu.co/index.php/estad/article/view/60375. Acesso em: 19 jan. 2025.

Chicago

Mahdizadeh, Mahdi, and Ehsan Zamanzade. 2017. “Goodness of fit tests for Rayleigh distribution based on Phi-divergence”. Revista Colombiana De Estadística 40 (2):279-90. https://doi.org/10.15446/rce.v40n2.60375.

Harvard

Mahdizadeh, M. and Zamanzade, E. (2017) “Goodness of fit tests for Rayleigh distribution based on Phi-divergence”, Revista Colombiana de Estadística, 40(2), pp. 279–290. doi: 10.15446/rce.v40n2.60375.

IEEE

[1]
M. Mahdizadeh and E. Zamanzade, “Goodness of fit tests for Rayleigh distribution based on Phi-divergence”, Rev. colomb. estad., vol. 40, no. 2, pp. 279–290, Jul. 2017.

MLA

Mahdizadeh, M., and E. Zamanzade. “Goodness of fit tests for Rayleigh distribution based on Phi-divergence”. Revista Colombiana de Estadística, vol. 40, no. 2, July 2017, pp. 279-90, doi:10.15446/rce.v40n2.60375.

Turabian

Mahdizadeh, Mahdi, and Ehsan Zamanzade. “Goodness of fit tests for Rayleigh distribution based on Phi-divergence”. Revista Colombiana de Estadística 40, no. 2 (July 1, 2017): 279–290. Accessed January 19, 2025. https://revistas.unal.edu.co/index.php/estad/article/view/60375.

Vancouver

1.
Mahdizadeh M, Zamanzade E. Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Rev. colomb. estad. [Internet]. 2017 Jul. 1 [cited 2025 Jan. 19];40(2):279-90. Available from: https://revistas.unal.edu.co/index.php/estad/article/view/60375

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