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

• Ekström, Magnus

  • Department of Forest Economics, Swedish University of Agricultural Sciences
    

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