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)A list of the class htest is returned,
see exp_test_ad.
a non-negative numeric vector of data values
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.
Other Pareto2:
pareto2_estimate_mle(),
pareto2_estimate_mmse(),
pareto2_test_f(),
rpareto2()
Other Tests:
exp_test_ad(),
pareto2_test_f()