Goodness of fit tests for Rayleigh distribution based on quantiles

In the recent studies, much attention has been paid to the usefulness and importance of quantile functions as an alternative approach in statistical modeling, analysis of data and information theory. In the present paper, some new divergence measures based on quantile are proposed and then utilizing these divergence measures, some goodness of fit tests for Rayleigh distribution are constructed. Monte Carlo simulations are performed for various alternatives and sample sizes in order to compare the proposed tests with other goodness of fit tests for Rayleigh distribution in the literature. Simulation results show that in comparison with the existing tests, our proposed tests have good performances. Finally, illustrative examples for use of the proposed tests are presented and analyzed.