Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2002.05a
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- Pages.133-137
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- 2002
Test for the Pareto Distribution Based on the Transformed Sample Lorenz Curve
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Kang, Suk-Bok
(Department of Statistics, Yeungnam University)
;
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Cho, Young-Suk
(Department of Statistics, Yeungnam University)
- Published : 2002.05.24
Abstract
A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.
Keywords