Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves
Emanuele Taufer,
Flavio Santi (),
Giuseppe Espa and
Maria Michela Dickson
Journal of Nonparametric Statistics, 2021, vol. 33, issue 3-4, 464-481
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.
Date: 2021
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DOI: 10.1080/10485252.2021.1977300
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