On asymptotic efficiency of goodness of fit tests for Pareto distribution based on characterizations


Marko Obradović




In this paper we present a characterization for Pareto distribution. We propose two new goodness of fit tests based on this characterization and two tests based on Rossberg's characterization. We calculate their Bahadur efficiencies against different alternatives and compare the tests. We also find a class of locally optimal alternatives for each test.