Performs an approximate Anderson-Darling goodness-of-fit test, which verifies the null hypothesis: Data follows a Pareto-Type II distribution.
pareto2_test_ad(x, s = 1)
a non-negative numeric vector of data values
the known scale parameter, \(s>0\)
A list of the class htest
is returned,
see exp_test_ad
.
We know that if \(X\) follows a Pareto-Type II distribution
with shape parameter \(k\), then \(log(1+X/s)\) follows an
exponential distribution with parameter \(k\).
Thus, this function transforms the input vector,
and performs the same steps as exp_test_ad
.
Other Pareto2: pareto2_estimate_mle
,
pareto2_estimate_mmse
,
pareto2_test_f
, rpareto2
Other Tests: exp_test_ad
,
pareto2_test_f