New Goodness-of-Fit Tests for Pareto I Type Distribution, Based on Some Characterization

Based on a new characterization, two new goodness-of-fit tests for Pareto I type distribution family with arbitrary shape-parameter ⋋ are constructed. For these tests, the limiting distributions are described, the local Bahadur efficiencies for natural alternatives are calculated, and the asymptotic...

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Veröffentlicht in:	Journal of mathematical sciences (New York, N.Y.) N.Y.), 2022-12, Vol.268 (5), p.684-692
1. Verfasser:	Ragozin, I. A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Distribution (Probability theory) Goodness of fit Laws, regulations and rules Mathematics Mathematics and Statistics Statistical tests
Online-Zugang:	Volltext
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Zusammenfassung:	Based on a new characterization, two new goodness-of-fit tests for Pareto I type distribution family with arbitrary shape-parameter ⋋ are constructed. For these tests, the limiting distributions are described, the local Bahadur efficiencies for natural alternatives are calculated, and the asymptotic comparison of test statistics is performed.
ISSN:	1072-3374 1573-8795
DOI:	10.1007/s10958-022-06238-4