Distribution-free test for symmetry based on Bonferroni's Measure
نویسنده
چکیده
We propose a test based on Bonferroni's measure of skewness. The test detects the asymmetry of a distribution function about an unknown median. We study the asymptotic distribution of the given test statistic and provide a consistent estimate of its variance. The asymptotic relative eeciency of the proposed test is computed along with Monte Carlo estimates of its power. This allows us to perform a comparison of the test based on Bonferroni's measure with other tests for symmetry. Two sets of data are tested using our method.
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