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stat.ME2018
A goodness of fit test for the Pareto distribution
Emanuele Taufer, Flavio Santi, Giuseppe Espa +1
The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. This characterizing behavior will be exploited to obtain graphical and analytical tools for tail…
stat.ME2018
On a property of the inequality curve
Emanuele Taufer, Flavio Santi, Giuseppe Espa +1
The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. We show that this property holds exactly only for the Pareto distribution and, asymptotically, f…