Characterization and goodness-of-fit test of Pareto and some related distributions based on near-order statistics
Summary: In this paper, a new definition of the number of observations near the \(k\)th order statistics is developed. Then some characterization results for Pareto and some related distributions are established in terms of mass probability function, first moment of these new counting random variables, and using completeness properties of the sequence of functions \(\{ x^n, 0 < x < 1, n \geq 1\}\). Finally, new goodness-of-fit tests based on these new characterizations for Pareto distribution are presented. And the power values of the proposed tests are compared with the power values of well-known tests such as Kolmogorov-Smirnov and Cramer-von Mises tests by Monte Carlo simulations.
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- A First Course in Order Statistics
- A note on the characterizations of Pareto distribution by upper record values
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- Asymptotic normality of numbers of observations in random regions determined by order statistics
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- How Many Observations Fall in a Neighborhood of an Order Statistic?
- scientific article; zbMATH DE number 3225653 (Why is no real title available?)
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