Goodness of fit tests for Rayleigh distribution based on Phi-divergence

In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The...

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Autores:
Mahdizadeh, Mahdi
Zamanzade, Ehsan
Tipo de recurso:
Article of journal
Fecha de publicación:
2017
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/66499
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/66499
http://bdigital.unal.edu.co/67527/
Palabra clave:
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Rayleigh distribution
Goodness of fit test
Phi-divegence
Monte Carlo simulation.
distribución Rayleigh
Divergencia Phi
Pruebas de bondad de ajuste
Simulaciones Monte Carlo
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
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spelling Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Mahdizadeh, Mahdifac77a85-8c1a-45c7-9b30-e522ad66f6cb300Zamanzade, Ehsane1eb3cca-13f0-4091-9fc3-adc795d697f43002019-07-03T02:14:55Z2019-07-03T02:14:55Z2017-07-01ISSN: 2389-8976https://repositorio.unal.edu.co/handle/unal/66499http://bdigital.unal.edu.co/67527/In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The results indicate that the proposed tests perform well as compared with their competing tests in the literature. Finally, the proposed procedures are illustrated via a real data set.En este artículo desarrollamos pruebas de bondad de ajuste para distribución Rayleigh basados en divergencia Phi. Usando simulaciones de Monte Carlo, comparamos el poder de las pruebas propuestas con algunas pruebas tradicionales incluyendo Kolmogorov-Smirnov, Anderson-Darling y Cramer von-Mises. Los resultados indican que la prueba propuesta funciona mejor que las otras pruebas reportadas en literatura. Finalmente, los procedimientos nuevos son ilustrados sobre dos conjuntos de datos reales.application/pdfspaUniversidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadísticahttps://revistas.unal.edu.co/index.php/estad/article/view/60375Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de EstadísticaRevista Colombiana de EstadísticaMahdizadeh, Mahdi and Zamanzade, Ehsan (2017) Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Revista Colombiana de Estadística, 40 (2). pp. 279-290. ISSN 2389-897651 Matemáticas / Mathematics31 Colecciones de estadística general / StatisticsRayleigh distributionGoodness of fit testPhi-divegenceMonte Carlo simulation.distribución RayleighDivergencia PhiPruebas de bondad de ajusteSimulaciones Monte CarloGoodness of fit tests for Rayleigh distribution based on Phi-divergenceArtículo de revistainfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/ARTORIGINAL60375-340086-1-PB.pdfapplication/pdf404272https://repositorio.unal.edu.co/bitstream/unal/66499/1/60375-340086-1-PB.pdfecf2726f8f52243fbaee9deec1558a64MD51THUMBNAIL60375-340086-1-PB.pdf.jpg60375-340086-1-PB.pdf.jpgGenerated Thumbnailimage/jpeg5895https://repositorio.unal.edu.co/bitstream/unal/66499/2/60375-340086-1-PB.pdf.jpga715e37d16ad695bf7ba4722999a8f47MD52unal/66499oai:repositorio.unal.edu.co:unal/664992024-05-16 23:09:33.745Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co
dc.title.spa.fl_str_mv Goodness of fit tests for Rayleigh distribution based on Phi-divergence
title Goodness of fit tests for Rayleigh distribution based on Phi-divergence
spellingShingle Goodness of fit tests for Rayleigh distribution based on Phi-divergence
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Rayleigh distribution
Goodness of fit test
Phi-divegence
Monte Carlo simulation.
distribución Rayleigh
Divergencia Phi
Pruebas de bondad de ajuste
Simulaciones Monte Carlo
title_short Goodness of fit tests for Rayleigh distribution based on Phi-divergence
title_full Goodness of fit tests for Rayleigh distribution based on Phi-divergence
title_fullStr Goodness of fit tests for Rayleigh distribution based on Phi-divergence
title_full_unstemmed Goodness of fit tests for Rayleigh distribution based on Phi-divergence
title_sort Goodness of fit tests for Rayleigh distribution based on Phi-divergence
dc.creator.fl_str_mv Mahdizadeh, Mahdi
Zamanzade, Ehsan
dc.contributor.author.spa.fl_str_mv Mahdizadeh, Mahdi
Zamanzade, Ehsan
dc.subject.ddc.spa.fl_str_mv 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
topic 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Rayleigh distribution
Goodness of fit test
Phi-divegence
Monte Carlo simulation.
distribución Rayleigh
Divergencia Phi
Pruebas de bondad de ajuste
Simulaciones Monte Carlo
dc.subject.proposal.spa.fl_str_mv Rayleigh distribution
Goodness of fit test
Phi-divegence
Monte Carlo simulation.
distribución Rayleigh
Divergencia Phi
Pruebas de bondad de ajuste
Simulaciones Monte Carlo
description In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The results indicate that the proposed tests perform well as compared with their competing tests in the literature. Finally, the proposed procedures are illustrated via a real data set.
publishDate 2017
dc.date.issued.spa.fl_str_mv 2017-07-01
dc.date.accessioned.spa.fl_str_mv 2019-07-03T02:14:55Z
dc.date.available.spa.fl_str_mv 2019-07-03T02:14:55Z
dc.type.spa.fl_str_mv Artículo de revista
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.driver.spa.fl_str_mv info:eu-repo/semantics/article
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dc.type.content.spa.fl_str_mv Text
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format http://purl.org/coar/resource_type/c_6501
status_str publishedVersion
dc.identifier.issn.spa.fl_str_mv ISSN: 2389-8976
dc.identifier.uri.none.fl_str_mv https://repositorio.unal.edu.co/handle/unal/66499
dc.identifier.eprints.spa.fl_str_mv http://bdigital.unal.edu.co/67527/
identifier_str_mv ISSN: 2389-8976
url https://repositorio.unal.edu.co/handle/unal/66499
http://bdigital.unal.edu.co/67527/
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.spa.fl_str_mv https://revistas.unal.edu.co/index.php/estad/article/view/60375
dc.relation.ispartof.spa.fl_str_mv Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de Estadística
Revista Colombiana de Estadística
dc.relation.references.spa.fl_str_mv Mahdizadeh, Mahdi and Zamanzade, Ehsan (2017) Goodness of fit tests for Rayleigh distribution based on Phi-divergence. Revista Colombiana de Estadística, 40 (2). pp. 279-290. ISSN 2389-8976
dc.rights.spa.fl_str_mv Derechos reservados - Universidad Nacional de Colombia
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.license.spa.fl_str_mv Atribución-NoComercial 4.0 Internacional
dc.rights.uri.spa.fl_str_mv http://creativecommons.org/licenses/by-nc/4.0/
dc.rights.accessrights.spa.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv Atribución-NoComercial 4.0 Internacional
Derechos reservados - Universidad Nacional de Colombia
http://creativecommons.org/licenses/by-nc/4.0/
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.mimetype.spa.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadística
institution Universidad Nacional de Colombia
bitstream.url.fl_str_mv https://repositorio.unal.edu.co/bitstream/unal/66499/1/60375-340086-1-PB.pdf
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