The Pareto and the Log-normal distributions can be characterised by having constant inequality curves. After providing formal proofs, these results will be exploited to obtain graphical and analytical tools for analysis and goodness-of-fit tests for these distributions. Order-statistics-based estimators of the curves will be presented and discussed. Examples with simulated and real-data will be used to show how the tools presented work in practice.
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves / Taufer, E.; Santi, F.; Espa, G.; Dickson, M. M.. - In: JOURNAL OF NONPARAMETRIC STATISTICS. - ISSN 1048-5252. - STAMPA. - 33:3-4(2021), pp. 464-481. [10.1080/10485252.2021.1977300]
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves
Taufer E.;Santi F.;Espa G.;Dickson M. M.
2021-01-01
Abstract
The Pareto and the Log-normal distributions can be characterised by having constant inequality curves. After providing formal proofs, these results will be exploited to obtain graphical and analytical tools for analysis and goodness-of-fit tests for these distributions. Order-statistics-based estimators of the curves will be presented and discussed. Examples with simulated and real-data will be used to show how the tools presented work in practice.File | Dimensione | Formato | |
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GoFPLN-2021-Fin.pdf
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