Ekström, Magnus
- Department of Forest Economics, Swedish University of Agricultural Sciences
Abstract
A procedure, based on sample spacings, is proposed for testing whether a univariate distribution is symmetric about some unknown value. The proposed test is a modification of a sign test suggested by Antille and Kersting [1977. Tests for symmetry. Z. Wahrscheinlichkeitstheorie verw. Gebiete 39, 235-255], but unlike Antille and Kersting's test, our modified test is asymptotically distribution-free and is usable in practice. A simulation study indicates that the proposed test maintains the nominal level of significance, alpha fairly accurately even for samples of size as small as 20, and a comparison with the classical test based on sample coefficient of skewness, shows that our test has good power for detecting different asymmetric distributions. (c) 2006 Elsevier B.V. All rights reserved
Published in
Journal of Statistical Planning and Inference
2007, volume: 137, number: 3, pages: 799-810
Publisher: ELSEVIER SCIENCE BV
SLU Authors
UKÄ Subject classification
Probability Theory and Statistics
Publication identifier
- DOI: https://doi.org/10.1016/j.jspi.2006.06.009
Permanent link to this page (URI)
https://res.slu.se/id/publ/9310