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, Emanuele; Santi, Flavio; Espa, Giuseppe; Dickson, Maria Michela. - 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, EmanuelePrimo
;Santi, FlavioSecondo
;Espa, GiuseppePenultimo
;Dickson, Maria MichelaUltimo
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 | |
---|---|---|---|
GoFPLN-2021-Fin.pdf
Solo gestori archivio
Descrizione: Articolo completo
Tipologia:
Post-print referato (Refereed author’s manuscript)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
614.3 kB
Formato
Adobe PDF
|
614.3 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione