Significance test based on Rayleigh distribution

Abstract

This paper deals with the Rayleigh distribution as a life time model. Moments of order statistics and an ordered sample are used to define a test statistic for the null hypothesis that the considered random variable has Rayleigh distribution. The percentiles of the test statistic are evaluated and the power of the test is computed. Comparison of Rayleigh distribution verses half-logistic distribution and gamma distribution with shape parameter 2 is presented.