A goodness of fit test for the Pareto distribution

06/15/2018

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by   Emanuele Taufer, et al.

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The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. This characterizing behavior will be exploited to obtain graphical and analytical tools for tail analysis and goodness of fit tests. A testing procedure for Pareto-type behavior based on a regression of technique will be introduced.