Modified Kolmogorov-Smirnov, Anderson-Darling, and Cramer-Von Mises Tests for the Pareto Distribution with Unknown Location and Scale Parameters.

Abstract

This thesis develops goodness-of-fit tests for the Pareto distribution by generating critical value tables for the modified Kolmogorov-Smirnov, Anderson-Darling, and Cramer-von Mises statistics. These tables can be used to test whether a set of observed values follows a Pareto distribution when the location and scale parameters are unspecified and must be estimated from the observed sample data. Additionally, the power of each of the three goodness-of-fit tests is studied and compared. Finally, the functional relationship between the critical values and the Pareto shape parameter is determined. Keywords: Monte Carlo method; probability distribution functions; statistical analysis; statistical decision theory; statistical tests; order statistics; Air Force equipment; computer programs.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1985
Accession Number
ADA163837

Entities

People

  • James E. Porter Iii

Organizations

  • Air Force Institute of Technology

Tags

Communities of Interest

  • Energy and Power Technologies
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Chi Square Test
  • Computer Programs
  • Data Mining
  • Data Science
  • Information Processing
  • Information Science
  • Knowledge Management
  • Military Research
  • Monte Carlo Method
  • Operations Research
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Tests
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.