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Goodness-of-Fit Tests for Pareto Distribution
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Sneh Gulati and Samuel Shapiro
Department of Statistics, Florida International University, Miami, FL, USA
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Abstract: The Pareto distribution can serve to model several types of datasets,
especially those arising in the insurance industry. In this chapter, we present
methods to test the hypothesis that the underlying data come from a Pareto
distribution. The tests presented for both the type I and type II Pareto distributions
are based on the regression test of Brain and Shapiro (1983) for the
exponential distribution. Power comparisons of the tests are carried out via
simulations.
Keywords and Phrases: Type I Pareto distribution, type II Pareto distribution,
                                           regression tests, extreme values
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Goodness-of-Fit Tests for Pareto Distribution 共16页

[此贴子已经被作者于2008-5-23 14:10:27编辑过]

呵呵,付出有回报了,很好.