Modified Goodness of Fit Tests for Rayleigh Distribution
DOI:
https://doi.org/10.24203/ajas.v10i1.6901Keywords:
Goodness-of-fit test, Rayleigh distribution, Monte Carlo simulation, Power of the testAbstract
The modified goodness of fit tests for the Rayleigh distribution are studied. The critical values of modified Kolmogorov-Smirnov, Cramer-von-Mises and Anderson-Darling tests are obtained by Monte Carlo simulation for different sample sizes and significant levels. The type I error rate and power of these tests are studied and compared. The results show that all of the three tests have type I error rate close to the significant levels. Under several alternative distributions, it is founded that when the sample size is large, modified Anderson-Darling has the largest power in all cases. However, when the sample size is small, skewness of the distribution plays an important role. For the more skewed distribution, the modified Anderson-Darling test has more power than the others, while the modified Cramer-von-Mises has the largest power when the distribution is less skewed.
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