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CPS1881 Mike S.C. et al.
1000 250 0.047 1.000
1000 1000 0.000 1.000
Weibull (1.0, 1.2) 250 Lognormal (0, 1.0) 250 0.265 0.992
250 1000 0.167 0.994
1000 250 0.127 1.000
1000 1000 0.005 1.000
Table 1. Rejection rates in 1,000 replicates of the LR test (2.6) and (2.7) under 01

Plot 1. CLC case: Pareto (1.0, 3.0) and Weibull(1.0, 3.0), with equal sample size 250 (Left).
LD case: Log-normal pair (0.85, 0.3025) and (0.85, 0.36) with equal sample
size 250 (Right).

Sample Sample
nd
st
1 Distribution 2 Distribution Test 0 Test 1
size size
Pareto (1.0, 6.0) 250 Pareto (1.0, 3.0) 250 0.986 0.022
250 1000 0.991 0.011
1000 250 0.990 0.006
1000 1000 0.999 0.000
Lognormal (0.85, 250 Lognormal (0.85, 250 0.960 0.059
0.09) 0.36)
250 1000 0.982 0.024
1000 250 0.965 0.039
1000 1000 1.000 0.000
Lognormal 250 Lognormal (0.85, 250 0.851 0.807
(0.85, .3025) 0.36)
250 1000 0.898 0.683
1000 250 0.736 0.789
1000 1000 0.831 0.646
10,000 10.000 1.0 0.186
30.000 30.000 1.0 0.109
50.000 50.000 1.0 0.080
Table 2. Rejection rates in 1,000 replicates of the LR tests (2.6) and (2.7) under
1
The consumption data of 133 countries from the Penn World Tables is
employed (Summers and Heston, 1995). The data were measures of real GDP
per capita, in constant dollars adjusted for changes in terms of trade (1985
international prices for domestic absorption and current prices for exports and
imports) for the years 1970, 1975, 1980 and 1985. The yearly paired data from

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