Entropy-based goodness-of-fit tests for the Pareto I distribution

DOI10.1080/03610926.2015.1069350MaRDI QIDQ4976243zbMATH OpenOpenAlexFDO

Authors Bahareh Afhami, Mohsen Madadi

Publication date 27 July 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1069350

zbMATH Keywords

maximum likelihood estimationgoodness-of-fit testShannon entropygeneralized order statisticsPareto I distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

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Cites work

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Cited in

(7)

• Parameter estimation of the Pareto distribution using a pivotal quantity
• Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics
• Entropy for Pareto-types and its order statistics distributions
• Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves
• Goodness-of-fit tests for the Pareto distribution based on its characterization
• On entropy of a Pareto distribution in the presence of outliers
• Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization

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