On asymptotic efficiency of goodness of fit tests for Pareto distribution based on characterizations | Zendy

M Obradović | Zendy

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On asymptotic efficiency of goodness of fit tests for Pareto distribution based on characterizations

Author(s) -

M Obradović

Publication year - 2015

Publication title -

filomat

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.449

H-Index - 34

eISSN - 2406-0933

pISSN - 0354-5180

DOI - 10.2298/fil1510311o

Subject(s) - goodness of fit , mathematics , characterization (materials science) , pareto principle , class (philosophy) , pareto distribution , distribution (mathematics) , statistics , lomax distribution , mathematical analysis , computer science , artificial intelligence , materials science , nanotechnology

In this paper we present a characterization for Pareto distribution. We propose two new goodness of fit tests based on this characterization and tow tests based on Rossberg's characterization. We calculate their Bahadur efficiencies against different alternatives and compare the tests. We also find a class of locally optimal alternatives for each test.

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