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<p>In this article, we utilize a new characterization of the Pareto distribution to construct a goodness-of-fit test for it. We examine the asymptotic distribution of the test and compare its empirical size and power with those of other existing tests. For various alternative families of distribution, the proposed tests either perform better than the current ones or are on par with them. Furthermore, the Bahadur efficiency of the test is analyzed. To illustrate the applicability of the test, real-life data analyses were shown.</p>

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A Novel Characterization Based Goodness-of-Fit Test for the Pareto Type-I Family

  • 期刊论文

  • 发表日期：

    2026年7月7日

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  • Sakshi Khandelwal,
  • Deepesh Bhati

摘要

In this article, we utilize a new characterization of the Pareto distribution to construct a goodness-of-fit test for it. We examine the asymptotic distribution of the test and compare its empirical size and power with those of other existing tests. For various alternative families of distribution, the proposed tests either perform better than the current ones or are on par with them. Furthermore, the Bahadur efficiency of the test is analyzed. To illustrate the applicability of the test, real-life data analyses were shown.