Tests of fit for the Rayleigh distribution based on the empirical Laplace transform

被引：15

作者：

Meintanis, S

Iliopoulos, G

机构：

[1] Univ Patras, Dept Engn Sci, GR-26110 Patras, Greece

[2] Univ Aegean, Dept Math, Samos 83200, Greece

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2003年 / 55卷 / 01期

关键词：

Rayleigh distribution; goodness-of-fit test; empirical Laplace transform; smooth test;

D O I：

10.1023/A:1024638915494

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper a class of goodness-of-fit tests for the Rayleigh distribution is proposed. The tests are based on a weighted integral involving the empirical Laplace transform. The consistency of the tests as well as their asymptotic distribution under the null hypothesis are investigated. As the decay of the weight function tends to infinity the test statistics approach limit values. In a particular case the resulting limit statistic is related to the first nonzero component of Neyman's smooth test for this distribution. The new tests are compared with other omnibus tests for the Rayleigh distribution.

引用

页码：137 / 151

页数：15

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