Title: A class of goodness-of-fit tests for the Rayleigh distribution based on conditional expectation
Authors: Joseph Ngatchou-Wandji - University of Lorraine (France)
James Allison - Northwest University (South Africa) [presenting]
Abstract: New goodness-of-fit tests for the Rayleigh distribution are proposed and studied. The tests are based on a characterization involving a conditional expectation. The asymptotic properties of the tests are explored. The performance is evaluated and compared to that of existing tests by means of a Monte Carlo study. It is found that the newly proposed tests perform satisfactory compared to the competitor tests.