|
|
Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 230–243
(Mi znsl7133)
|
|
|
|
New goodness-of-fit tests for the family of Rayleigh distributions, based on a special property and a characterization
I. A. Ragozin National Research University "Higher School of Economics", St. Petersburg Branch
Abstract:
In this paper we construct new goodness-of-fit tests for Rayleigh distribution family with an arbitrary scale-parameter $\sigma$, based on some property and some characterization. We describe their limiting distributions, calculate local Bahadur efficiencies under close alternatives and perform asymptotic comparison of our test statistics.
Key words and phrases:
characterization, Rayleigh distribution, $U$-statistics, Bahadur efficiency, large deviations, Kullback–Liebler information.
Received: 09.11.2021
Citation:
I. A. Ragozin, “New goodness-of-fit tests for the family of Rayleigh distributions, based on a special property and a characterization”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 230–243; J. Math. Sci. (N. Y.), 281:1 (2024), 158–167
Linking options:
https://www.mathnet.ru/eng/znsl7133 https://www.mathnet.ru/eng/znsl/v505/p230
|
|