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pareto2_test_ad {agop}R Documentation

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

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.

Value

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

See Also

Other Pareto2: dpareto2, ppareto2, qpareto2, rpareto2; pareto2_estimate_mle; pareto2_estimate_mmse; pareto2_test_f

Other Tests: exp_test_ad; pareto2_test_f


[Package agop version 0.2-0 Index]