### A Less Sensitive Linear Detector for the Change Point Based on Kernel Smoothing Method.

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In this paper we propose a new generalized Rayleigh distribution different from that introduced in Apl. Mat. 47 (1976), pp. 395–412. The construction makes use of the so-called “conservability approach” (see Kybernetika 25 (1989), pp. 209–215) namely, if $X$ is a positive continuous random variable with a finite mean-value $E\left(X\right)$, then a new density is set to be ${f}_{1}\left(x\right)=xf\left(x\right)/E\left(X\right)$, where $f\left(x\right)$ is the probability density function of $X$. The new generalized Rayleigh variable is obtained using a generalized form of the exponential...