CITAN (version 2011.08-1)

discrpareto2.goftest: Goodness-of-fit test for the Discretized Pareto-II distribution

Description

Performs goodness-of-fit test for the Discretized Pareto-II distribution basing on MLE estimates and the chi-square test.

Usage

discrpareto2.goftest(x, k, s, kmin=1e-04, kmax=100, smin=1e-04,
    smax=100)

Arguments

x

a non-negative numeric vector of data values of length >= 9.

k

scale parameter, $k>0$ or NULL.

s

shape parameter, $s>0$ or NULL.

kmin

lower bound for the shape parameter.

kmax

upper bound for the shape parameter.

smin

lower bound for the scale parameter.

smax

upper bound for the scale parameter.

Value

• The list of class htest with the following components is passed as a result: ll{ statistic the value of the test statistic. p.value the p-value of the test. alternative a character string describing the alternative hypothesis. method a character string indicating what type of test was performed. data.name a character string giving the name(s) of the data. }

Details

If X has the Pareto-Type II distribution $P2(k,s)$ then Y=floor(X) has the Discretized Pareto-Type II distribution DP2(k,s).

It is known that the test has low power.

See Also

discrpareto2.mleksestimate, discrpareto2.mlekestimate, chisq.test