Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization

被引：12

作者：

Allison, James ^{[1
]}

Milosevic, Bojana ^{[2
]}

Obradovic, Marko ^{[2
]}

Smuts, Marius ^{[1
]}

机构：

[1] North West Univ, Sch Math & Stat Sci, Potchefstroom, South Africa

[2] Univ Belgrade, Fac Math, Studentski Trg 16, Belgrade, Serbia

来源：

COMPUTATIONAL STATISTICS | 2022年 / 37卷 / 01期

关键词：

Bahadur efficiencies; Goodness-of-fit testing; Pareto type I distribution; CONVERGENCE; EFFICIENCY; PROPERTY;

D O I：

10.1007/s00180-021-01126-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose three new classes of goodness-of-fit tests for the Pareto type I distribution based on a characterization. The asymptotic null distribution for the tests are derived and their Bahadur efficiencies are compared to the efficiencies of some of the existing tests. It is found that the new integral type test has superior local efficiencies amongst the new tests, and in general, has higher efficiencies than the competing tests considered. The finite-sample performance of the newly proposed tests is evaluated and compared to that of other existing tests by means of a Monte Carlo study. It is found that the new tests (especially the integral type tests) perform favourably compared to the other tests.

引用

页码：403 / 418

页数：16

共 36 条

[1]

Ahsanullah M., 1974, COMMUN STAT-THEOR M, V3, P953

[2]

[Anonymous], 1994, Theory of U-statistics

[3]

[Anonymous], 2003, ASTIN Bull. J. IAA, DOI DOI 10.2143/AST.33.2.503698

[4]

Arnold Barry C., 2015, PARETO DISTRIBUTIONS, V2nd second, DOI DOI 10.1201/B18141