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Goodness of Fit test for the Rayleigh and the Laplace Distributions

Sneh Gulati

Abstract


Cha (2006) proposed a new stochastic model for the accelerated burn-in procedure based on the concept of virtual age. In the current paper, we discuss the basics of this approach in more detail, justify some assumptions and extend the model to the case of proportional (additive) hazards during burn-in. For each model, we also obtain upper bounds for optimal accelerated burn-in times.

Keywords


The Rayleigh and the Laplace distributions have wide ranging applications in the sciences, economics, finance and engineering. In this paper, we present a procedure to test for these two distributions. The corresponding test statistics are based on the regression test of Brain and Shapiro (1983) for the exponential distribution. Power comparisons of the tests are carried out via simulations.

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