Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1875
Title: New distribution-free goodness-of-fit tests for the Pareto distribution
Authors: Allison, J.
Milošević, Bojana 
Obradović, Marko 
Raubenheimer, L.
Smuts, M.
Affiliations: Probability and Mathematical Statistics 
Probability and Mathematical Statistics 
Issue Date: 2020
Rank: M32
Related Publication(s): 13. CMStatistics 2020
Conference: CMStatistics(13 ; 2020)
Abstract: 
Three new classes of goodness-of-fit tests for the Pareto type I distribution are proposed based on an equidistribution type characterization. The asymptotic null distributions are derived, and the Bahadur efficiencies of the new tests are compared to the efficiencies of some existing tests. The finite-sample behaviour is also studied through extensive power comparison. It is found that the integral type test performs the best among the new tests and that it also performs favourably in comparison to competitor tests.
URI: https://research.matf.bg.ac.rs/handle/123456789/1875
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