agop (version 0.2-2)

pareto2_test_ad: Anderson-Darling Test for the Pareto Type-II Distribution

Description

Performs an approximate Anderson-Darling goodness-of-fit test, which verifies the null hypothesis: Data follows a Pareto-Type II distribution.

Usage

pareto2_test_ad(x, s = 1)

Arguments

x

a non-negative numeric vector of data values

s

the known scale parameter, \(s>0\)

Value

A list of the class htest is returned, see exp_test_ad.

Details

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.

See Also

Other Pareto2: pareto2_estimate_mle, pareto2_estimate_mmse, pareto2_test_f, rpareto2

Other Tests: exp_test_ad, pareto2_test_f