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On Asymptotic Efficiency of Goodness of fit Tests for Pareto Distribution based on Characterizations
Last modified: 2014-02-28
Abstract
In this paper we present some characterizations of Pareto distribution and construct some new goodness of fit tests based on them. We calculate their Bahadur efficiency for various alternatives and find locally optimal alternatives for those tests.
Keywords
Pareto distribution, Bahadur e efficiency, U-statistics, Goodness of fit tests