New goodness-of-fit tests for Pareto I type distribution, based on a characterization
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 29, Tome 495 (2020), pp. 237-249
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In this paper we construct two new goodness-of-fit tests for Pareto I type distribution family with an arbitrary shape-parameter $\lambda$, based on the new received characterization. We describe their limiting distributions, calculate local Bahadur efficiencies under close alternatives and perform asymptotic comparison of our test statistics.
@article{ZNSL_2020_495_a13,
author = {I. A. Ragozin},
title = {New goodness-of-fit tests for {Pareto} {I} type distribution, based on a characterization},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {237--249},
publisher = {mathdoc},
volume = {495},
year = {2020},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2020_495_a13/}
}
I. A. Ragozin. New goodness-of-fit tests for Pareto I type distribution, based on a characterization. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 29, Tome 495 (2020), pp. 237-249. http://geodesic.mathdoc.fr/item/ZNSL_2020_495_a13/