pareto2_test_ad {agop}

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 follow 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: pareto2_estimate_mle(), pareto2_estimate_mmse(), pareto2_test_f(), rpareto2()

Other Tests: exp_test_ad(), pareto2_test_f()