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NEW GOODNESS-OF-FIT TESTS FOR PARETO I TYPE DISTRIBUTION, BASED ON SOME CHARACTERIZATION

Journal of Mathematical Sciences. 2022. Vol. 268. No. 5. P. 684–692.
I. A. Ragozin

Based on a new characterization, two new goodness-of-fit tests for Pareto I type distribution family with arbitrary shape-parameter λ 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.

Research target: Mathematics
Language: English
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Keywords: characterizationBahadur efficiency Large deviationsPareto I type distributionKullback--Liebler information $U$-statistics
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