Goodness of fit test for Rayleigh distribution with censored observations

Title

Goodness of fit test for Rayleigh distribution with censored observations

Creator

Vaisakh K.M.; Xavier T.; Sreedevi E.P.

Description

We develop new goodness of fit tests for Rayleigh distribution based on fixed point characterization. We use U-Statistic theory to derive the test statistics. First we develop a test for complete data and then discuss, how the right censored observations can be incorporated in the testing procedure. The asymptotic properties of the test statistic in both uncensored and censored cases are studied in detail. Extensive Monte Carlo simulation studies are carried out to validate the performance of the proposed tests. We illustrate the procedures using real data sets. We also provide, a goodness of fit test for the standard Rayleigh distribution based on jackknife empirical likelihood. 2023, Korean Statistical Society.

Source

Journal of the Korean Statistical Society, Vol-52, No. 4, pp. 794-815.

Date

2023-01-01

Publisher

Springer

Subject

Goodness of fit test; Rayleigh distribution; Right censoring; Steins identity; U-statistic

Coverage

Vaisakh K.M., St. Thomas College, Thrissur, India; Xavier T., CHRIST (Deemed to be University), Bangalore, India; Sreedevi E.P., Cochin University of Science and Technology, Cochin, India

Rights

Restricted Access

Relation

ISSN: 12263192

Format

Online

Language

English

Type

Article

Identifier

https://doi.org/10.1007/s42952-023-00222-7

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85167328488&doi=10.1007%2fs42952-023-00222-7&partnerID=40&md5=a9bb336bbcacf7959bab2f810e25bf11