A goodness of fit test for the Pareto distribution
Methodology
2018-06-18 v1
Abstract
The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. This characterizing behavior will be exploited to obtain graphical and analytical tools for tail analysis and goodness of fit tests. A testing procedure for Pareto-type behavior based on a regression of technique will be introduced.
Cite
@article{arxiv.1806.05951,
title = {A goodness of fit test for the Pareto distribution},
author = {Emanuele Taufer and Flavio Santi and Giuseppe Espa and Maria Michela Dickson},
journal= {arXiv preprint arXiv:1806.05951},
year = {2018}
}