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

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How to Cite

Mahdizadeh, M., & 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

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