On Asymptotic Efficiency of Goodness of Fit Tests for Pareto Distribution Based on Characterizations
In this paper we present a characterization for Pareto distribution. We propose two new goodness of fit tests based on this characterization and two tests based on Rossberg's characterization. We calculate their Bahadur efficiencies against different alternatives and compare the tests. We also...
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| Veröffentlicht in: | Filomat 2015-01, Vol.29 (10), p.2311-2324 |
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| creator | Obradovic, Marko |
| description | In this paper we present a characterization for Pareto distribution. We propose two new goodness of fit tests based on this characterization and two tests based on Rossberg's characterization. We calculate their Bahadur efficiencies against different alternatives and compare the tests. We also find a class of locally optimal alternatives for each test. |
| doi_str_mv | 10.2298/FIL1510311O |
| format | Article |
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| ispartof | Filomat, 2015-01, Vol.29 (10), p.2311-2324 |
| issn | 0354-5180 2406-0933 |
| language | eng |
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| source | Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals; JSTOR Mathematics & Statistics; Jstor Complete Legacy |
| subjects | Distribution functions Goodness of fit Pareto efficiency Statistical theories Statistics |
| title | On Asymptotic Efficiency of Goodness of Fit Tests for Pareto Distribution Based on Characterizations |
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