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Annals of Data Science

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11-10-2016

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

Authors: S. M. A. Jahanshahi, A. Habibi Rad, V. Fakoor

Published in: Annals of Data Science | Issue 4/2016

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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.

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Title: A Goodness-of-Fit Test for Rayleigh Distribution Based on Hellinger Distance
Authors: S. M. A. Jahanshahi
A. Habibi Rad
V. Fakoor
Publication date: 11-10-2016
Publisher: Springer Berlin Heidelberg
Published in: Annals of Data Science / Issue 4/2016
Print ISSN: 2198-5804
Electronic ISSN: 2198-5812
DOI: https://doi.org/10.1007/s40745-016-0088-6

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