  We develop a new goodness fit test for Rayleigh distribution for complete as
well as right censored data. We use U-Statistic theory to derive the test
statistic. First we develop a test for complete data and then discuss, how
right censored observations can be incorporated in the testing procedure. The
asymptotic properties of the test statistics in both uncensored and censored
cases are studied in detail. Extensive Monte Carlo simulation studies are
carried out to validate the performance of the proposed tests. We illustrate
the procedures using real data sets. We also provide, a goodness of fit test
for standard Rayleigh distribution based on jackknife empirical likelihood.
