Also, you can use Java, as @daijy notes. So in summary you should be able to make Pig run on Tez by one of the methods in the first 3 rows of table 1 in Running Pig with the Tez Execution Engine (command line, the pig.properties file, or Java).
Thanks for the clarification, if possible let us know once documentation is corrected.
This is a mistake in document. You cannot "set exectype=tez;" in a pig script. You will need to set it in pig.properties, pig command line or JVM option.