New Goodness-of-Fit Tests for Family of Rayleigh Distributions, Based on a Special Property and a Characterization
摘要
New goodness-of-fit tests for Rayleigh distribution family with an arbitrary scale-parameter σ, are constructed on the base of some property and some characterization. For these tests, limiting distributions are described, local Bahadur efficiencies under close alternatives are calculated, and asymptotic comparison of our test statistics is performed.