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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 237–249
(Mi znsl7006)
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New goodness-of-fit tests for Pareto I type distribution, based on a characterization
I. A. Ragozin National Research University "Higher School of Economics", St. Petersburg Branch
Abstract:
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.
Key words and phrases:
characterization, Pareto I type distribution, $U$-statistics, Bahadur efficiency, large deviations, Kullback–Liebler information.
Received: 05.10.2020
Citation:
I. A. Ragozin, “New goodness-of-fit tests for Pareto I type distribution, based on a characterization”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 237–249
Linking options:
https://www.mathnet.ru/eng/znsl7006 https://www.mathnet.ru/eng/znsl/v495/p237
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Statistics & downloads: |
Abstract page: | 94 | Full-text PDF : | 50 | References: | 25 |
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