Abstract:
In this paper we construct new goodness-of-fit tests for Rayleigh distribution family with an arbitrary scale-parameter $\sigma$, based on some property and some characterization. We describe their limiting distributions, calculate local Bahadur efficiencies under close alternatives and perform asymptotic comparison of our test statistics.
Key words and phrases:characterization, Rayleigh distribution, $U$-statistics, Bahadur efficiency, large deviations, Kullback–Liebler information.