B1318
Title: On classes of consistent tests for the Pareto distribution with application to frailty models
Authors: Joseph Ngatchou-Wandji - University of Lorraine (France)
Jaco Visagie - North-West University (South Africa)
James Allison - North-West University (South Africa) [presenting]
Thobeka Nombebe - North-West University (South Africa)
Leonard Santana - North West University (South Africa)
Abstract: New classes of goodness-of-fit tests are proposed for the Pareto type I distribution. These tests are based on a characterization of the Pareto distribution involving order statistics. The limiting null distribution and the consistency of the tests against fixed alternatives are shown. Furthermore, these tests are indicated to examine the goodness-of-fit of a parametric gamma frailty model.
