A statistical test to check whether a set of data are Pareto distributed

I need to construct a statistical test which outputs the p value for the hypothesis, H0: Data are Pareto distributed Vs H1: Data are not Pareto distributed.

I found a test in stack exchange, but it's very slow and, not working for binomial data (for validation, I generated Pareto, Normal, Exponential, Binomial etc and fed the function. It particularly gave pvalue = 0 for non pareto data, and a pvalue > 0.05 for pareto data, but an error message for binomial so it cannot be used any further) How to know if my data fits Pareto distribution?

And in another reference, I could find another test, where my R code doesn't give the desired answers. https://www.researchgate.net/publication/225199125_Goodness-of-Fit_Tests_for_Pareto_Distribution

• Note that if (see wikipedia $X$ is pareto distributed then $\log (X/x_m)$ is exponentially distributed, so look into goodness of fit for exponential distribution. Feb 20, 2019 at 9:07
• Yes, then we have to check for testing of whether log(X/xm) is exponentially distributed. Is there any way of doing that? I suppose this link also says the same. Feb 20, 2019 at 9:28
• What is the context? That is, what kind of alternatives are relevant? What kind of phenomenon are you modeling? Feb 20, 2019 at 9:50
• I'm trying to write a new package for R. There I need to add a function such that the user can input his set of data to it and obtain a pvalue. Based on that pvalue, the user can get his data set checked whether pareto distributed or not. For instance, I can generate random data from R and input the function and see. There I expect, random pareto data to give the p value greater than 0.05 and all the other non pareto random data (data generated from other distributions) to give a pvalue less than 0.05 Feb 20, 2019 at 11:00
• Nice with R-package, but that package must have some specific goal, specialized for some specific kind of data, giving a context. Which? In the question you say you implemented some test, but it did not work with data generated from a binomial distribution. But you would not expect that! This distributions do not even have the same support, and in a context where Pareto is a reasonable model, binomial would not be! So testing methods in such a haphazard way do not make sense. So again, tell us what kind of data you want to analyze. Feb 20, 2019 at 22:23