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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2021 Volume 505, Pages 230–243 (Mi znsl7133)

New goodness-of-fit tests for the family of Rayleigh distributions, based on a special property and a characterization

I. A. Ragozin

National Research University "Higher School of Economics", St. Petersburg Branch

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.

UDC: 519.2

Received: 09.11.2021



© Steklov Math. Inst. of RAS, 2024