Title: On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
Authors: James Allison - Northwest University (South Africa) [presenting]
Joseph Ngatchou-Wandji - University of Lorraine (France)
Shawn Liebenberg - North-West University (South Africa)
Abstract: New goodness-of-fit tests for the Rayleigh distribution are proposed which are based on a characterization involving a conditional expectation. The asymptotic properties of the test are explored, and the performance of the new test 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.