IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v34y2007i2p195-201.html
   My bibliography  Save this article

Tests for the Validity of the Assumption that the Underlying Distribution of Life is Pareto

Author

Listed:
  • Zeinab H. Amin

Abstract

This article considers the problem of testing the validity of the assumption that the underlying distribution of life is Pareto. For complete and censored samples, the relationship between the Pareto and the exponential distributions could be of vital importance to test for the validity of this assumption. For grouped uncensored data the classical Pearson χ2 test based on the multinomial model can be used. Attention is confined in this article to handle grouped data with withdrawals within intervals. Graphical as well as analytical procedures will be presented. Maximum likelihood estimators for the parameters of the Pareto distribution based on grouped data will be derived.

Suggested Citation

  • Zeinab H. Amin, 2007. "Tests for the Validity of the Assumption that the Underlying Distribution of Life is Pareto," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(2), pages 195-201.
    • Handle: RePEc:taf:japsta:v:34:y:2007:i:2:p:195-201
    DOI: 10.1080/02664760600995098
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/02664760600995098
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664760600995098?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Geisser, Seymour, 1985. "Interval prediction for Pareto and exponential observables," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 173-185.
    2. Arnold, Barry C. & Press, S. James, 1983. "Bayesian inference for pareto populations," Journal of Econometrics, Elsevier, vol. 21(3), pages 287-306, April.
    3. Ibrahim A. Ahmad & Ibrahim A. Alwasel, 1999. "A Goodness‐of‐fit Test for Exponentiality Based on the Memoryless Property," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 681-689.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Conghua Cheng & Jinyuan Chen & Jianming Bai, 2013. "Exact inferences of the two-parameter exponential distribution and Pareto distribution with censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1464-1479, July.
    2. Saldaña-Zepeda, Dayna P. & Vaquera-Huerta, Humberto & Arnold, Barry C., 2010. "A goodness of fit test for the Pareto distribution in the presence of Type II censoring, based on the cumulative hazard function," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 833-842, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Arturo Fernández, 2008. "Highest posterior density estimation from multiply censored Pareto data," Statistical Papers, Springer, vol. 49(2), pages 333-341, April.
    2. Fernandez, Arturo J., 2006. "Bayesian estimation based on trimmed samples from Pareto populations," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1119-1130, November.
    3. Sanku Dey & Mahendra Saha & M. Z. Anis & Sudhansu S. Maiti & Sumit Kumar, 2023. "Estimation and confidence intervals of $$C_{Np}(u,v)$$ C Np ( u , v ) for logistic-exponential distribution with application," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(1), pages 431-446, March.
    4. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
    5. Ahmad, Ibrahim A. & Sepehrifar, Mohammad B., 2009. "On testing alternative classes of life distribution with guaranteed survival times," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 857-864, February.
    6. Nirei, Makoto & Sushko, Vladyslav, 2011. "Jumps in foreign exchange rates and stochastic unwinding of carry trades," International Review of Economics & Finance, Elsevier, vol. 20(1), pages 110-127, January.
    7. Azeem Ali & Sanku Dey & Haseeb Ur Rehman & Zeeshan Ali, 2019. "On Bayesian reliability estimation of a 1-out-of-k load sharing system model of modified Burr-III distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(5), pages 1052-1081, October.
    8. Mohamed Kayid & Mansour Shrahili, 2023. "Characterization Results on Lifetime Distributions by Scaled Reliability Measures Using Completeness Property in Functional Analysis," Mathematics, MDPI, vol. 11(6), pages 1-15, March.
    9. Amel Abd-El-Monem & Mohamed S. Eliwa & Mahmoud El-Morshedy & Afrah Al-Bossly & Rashad M. EL-Sagheer, 2023. "Statistical Analysis and Theoretical Framework for a Partially Accelerated Life Test Model with Progressive First Failure Censoring Utilizing a Power Hazard Distribution," Mathematics, MDPI, vol. 11(20), pages 1-21, October.
    10. Einmahl, J.H.J. & McKeague, I.W., 2002. "Empirical Likelihood based on Hypothesis Testing," Other publications TiSEM 402576fa-8c0e-45e2-a394-8, Tilburg University, School of Economics and Management.
    11. Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," AMSE Working Papers 2320, Aix-Marseille School of Economics, France.
    12. Kousik Maiti & Suchandan Kayal & Aditi Kar Gangopadhyay, 2024. "On Progressively Censored Generalized X-Exponential Distribution: (Non) Bayesian Estimation with an Application to Bladder Cancer Data," Annals of Data Science, Springer, vol. 11(5), pages 1761-1798, October.
    13. Majda Benzidia & Michel Lubrano, 2020. "A Bayesian look at American academic wages: From wage dispersion to wage compression," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(2), pages 213-238, June.
    14. Kotb, M.S. & Raqab, M.Z., 2017. "Inference and prediction for modified Weibull distribution based on doubly censored samples," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 132(C), pages 195-207.
    15. Lubrano, Michel & Protopopescu, Camelia, 2004. "Density inference for ranking European research systems in the field of economics," Journal of Econometrics, Elsevier, vol. 123(2), pages 345-369, December.
    16. Bojana Milošević & Marko Obradović, 2016. "Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 413-427, June.
    17. Jeevanand E. S. & Abdul-Sathar E. I., 2006. "Estimation of Pareto Survival Function in the Presence of Outlying Observations," Stochastics and Quality Control, De Gruyter, vol. 21(2), pages 199-208, January.
    18. Zeinab Amin, 2008. "Bayesian inference for the Pareto lifetime model under progressive censoring with binomial removals," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(11), pages 1203-1217.
    19. N. Davarzani & L. Golparvar & A. Parsian & R. Peeters, 2017. "Estimation on dependent right censoring scheme in an ordinary bivariate geometric distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1369-1384, June.
    20. N. Balakrishnan & M. Doostparast & J. Ahmadi, 2009. "Reconstruction of past records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 89-109, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:34:y:2007:i:2:p:195-201. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.