  We propose new classes of tests for the Pareto type I distribution using the
empirical characteristic function. These tests are $U$ and $V$ statistics based
on a characterisation of the Pareto distribution involving the distribution of
the sample minimum. In addition to deriving simple computational forms for the
proposed test statistics, we prove consistency against a wide range of fixed
alternatives. A Monte Carlo study is included in which the newly proposed tests
are shown to produce high powers. These powers include results relating to
fixed alternatives as well as local powers against mixture distributions. The
use of the proposed tests is illustrated using an observed data set.
