Journal
STATISTICAL PAPERS
Volume 50, Issue 3, Pages 569-580Publisher
SPRINGER
DOI: 10.1007/s00362-007-0103-2
Keywords
Zipf distribution; Riemann zeta distribution; Moment-type statistic; Mellin transform
Categories
Ask authors/readers for more resources
New tests are proposed for the Pareto distribution as well as its discrete version, the so called Zipf's law. In both cases the discrepancy between the empirical moment of arbitrary negative order and its theoretical counterpart is utilized in a weighted integral test statistic. If the weight function is of exponential rate of decay interesting limit statistics are obtained. The tests are shown to be consistent under fixed alternatives and a Monte Carlo study is drawn to investigate the performance of the proposed procedures in small samples. Furthermore a bootstrap procedure is proposed to cope with the case of unknown shape parameter. We conclude with applications to real data.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available