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

被引：0
|
作者：
Ragozin I.A. [1 ,2 ]
机构：
[1] National Research University Higher School of Economics, St.Petersburg
[2] The Euler International Mathematical Institute, St.Petersburg
来源：
Journal of Mathematical Sciences | 2022年 / 268卷 / 5期
关键词：
D O I：
10.1007/s10958-022-06238-4
中图分类号：
学科分类号：
摘要：
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. © 2022, Springer Science+Business Media, LLC, part of Springer Nature.
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页码：684 / 692
页数：8
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