Characterization and Goodness-of-Fit Test of Pareto and Some Related Distributions Based on Near-Order Statistics

Table 2

Monte Carlo power estimates of the tests at 5 percent significant level with null distribution function Power (2,2).

Sample size	Tests	LG (2,8)	LN (0,1)	G (3,1)	W (0.5,2)	U
5		0.9999 (0.049)	0.9578 (0.047)	0.933 (0.047)	0.997 (0.0476)	0.975 (0.0487)
		b = 2.10	b = 2.21	b = 2.13	b = 2.32	b = 2.13
		0.9999 (0.05)	0.9578 (0.05)	0.933 (0.048)	0.9969 (0.05)	0.9751 (0.05)
		b = 2.22	b = 2.24	b = 2.04	b = 2.49	b = 2.18
		0.759 (0.05)	0.916 (0.05)	0.2352 (0.05)	0.767 (0.05)	0.414 (0.05)
		0.4624 (0.05)	0.8089 (0.05)	0.1562 (0.05)	0.5238 (0.05)	0.365 (0.05)
7		1 (0.05)	0.9682 (0.05)	0.9589 (0.0499)	0.9985 (0.05)	0.9922 (0.05)
		b = 2.24	b = 2.26	b = 2.08	b = 2.23	b = 2.08
		1 (0.05)	0.9682 (0.0499)	0.9589 (0.0486)	0.9985 (0.05)	0.9922 (0.04
		b = 2.43	b = 2.39	b = 2.28	b = 2.47	b = 2.39
		0.8 (0.05)	0.949 (0.05)	0.2243 (0.05)	0.809 (0.05)	0.491 (0.05)
		0.74 (0.05)	0.932 (0.05)	0.2049 (0.05)	0.763 (0.05)	0.471 (0.05)
10		1 (0.05)	0.9879 (0.05)	0.978 (0.05)	0.9997 (0.05)	0.9977 (0.05)
		b = 2.38	b = 2.11	b = 2.14	b = 2.11	b = 2.15
		1 (0.05)	0.9879 (0.05)	0.978 (0.05)	0.9997 (0.05)	0.9977 (0.05)
		b = 2.57	b = 2.57	b = 2.56	b = 2.94	b = 2.55
		0.9199 (0.05)	0.9883 (0.05)	0.283 (0.05)	0.912 (0.05)	0.647 (0.05)
		0.9286 (0.05)	0.9883 (0.05)	0.285 (0.05)	0.921 (0.05)	0.675 (0.05)