Goodness-of-fit tests for Pareto distribution

被引：9
|
作者：
Gulati, Sneh [1 ]
Shapiro, Samuel [1 ]
机构：
[1] Florida Int Univ, Dept Stat, Miami, FL 33199 USA
来源：
STATISTICAL MODELS AND METHODS FOR BIOMEDICAL AND TECHNICAL SYSTEMS | 2008年
关键词：
type I Pareto distribution; type II Pareto distribution; regression tests; extreme values;
D O I：
10.1007/978-0-8176-4619-6_19
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The Pareto distribution can serve to model several types of datasets, especially those arising in the insurance industry. In this chapter, we present methods to test the hypothesis that the underlying data come from a Pareto distribution. The tests presented for both the type I and type II Pareto distributions are based on the regression test of Brain and Shapiro (1983) for the exponential distribution. Power comparisons of the tests are carried out via simulations.
引用
收藏
页码：259 / 274
页数：16
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