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Article Dans Une Revue Communications in Statistics - Theory and Methods Année : 2020

On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization

Résumé

We propose and study new goodness-of-fit tests for the Rayleigh distribution based on a characterization involving a conditional expectation. The asymptotic properties of the tests are explored and the performance of the new tests are evaluated and compared to that of existing tests by means of a Monte Carlo study. It is found that the newly proposed tests perform satisfactory compared to the competitor tests.
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Dates et versions

hal-03330677 , version 1 (01-09-2021)

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Shawn Carl Liebenberg, Joseph Ngatchou Wandji, James Samuel Allison. On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization. Communications in Statistics - Theory and Methods, 2020, pp.1-15. ⟨10.1080/03610926.2020.1836220⟩. ⟨hal-03330677⟩
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