Revisiting the Memoryless Property - Testing for the Pareto Type I Distribution
We propose new goodness-of-fit tests for the Pareto type I distribution. These tests are based on a multiplicative version of the memoryless property which characterises this distribution. We present the results of a Monte Carlo power study demonstrating that the proposed tests are powerful compare...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2025-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1871 |
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