Optimal Asymptotic Tests for Nakagami Distribution
Nakagami distribution is often used to model positive valued data with right skewness. The distribution includes some familiar distributions as special cases such as Rayleigh and Half-normal distributions. In real life applications, one of the simpler model may be sufficient to describe data. The aim of this paper is to adapt tests of goodness of fit of the Rayleigh distribution against Nakagami distribution. In this study likelihood ratio, and score tests are specifically obtained. These tests are then compared in terms of type I error and power of test by a Monte Carlo simulation study.
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