A Goodness-of-Fit Test for Rayleigh Distribution Based on Hellinger Distance

摘要

In this paper, we introduce a new goodness-of-fit test for Rayleigh distribution based on Hellinger distance. In addition, some properties about the proposed test is presented. Then, new proposed test is compared with other goodness-of-fit tests for Rayleigh distribution in the literature in terms of power. Finally, we conclude that the entropy based tests demonstrate a good performance in terms of power and we can choose the Hellinger test as more powerful than the other competitor tests.