Anderson-Darling Test for the Pareto Type-II Distribution
Performs an approximate Anderson-Darling goodness-of-fit test, which verifies the null hypothesis: Data follow a Pareto-Type II distribution.
pareto2_test_ad(x, s = 1)
x |
a non-negative numeric vector of data values |
s |
the known scale parameter, s>0 |
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.
A list of the class htest is returned,
see exp_test_ad.
Other Pareto2: pareto2_estimate_mle,
pareto2_estimate_mmse,
pareto2_test_f, rpareto2
Other Tests: exp_test_ad,
pareto2_test_f
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