Tests of symmetry based on transformed empirical processes

A probability distribution function F is said to be symmetric, when 1−F (x)−F (−x) = 0 for all x ∈ IR. Given a sequence of alternatives contiguous to a certain symmetric F0, the authors are concerned with testing for the null hypothesis of symmetry. The proposed tests are consistent against any nonsymmetric alternative, and their power with respect to the given sequence can easily be optimized. The tests are constructed by means of transformed empirical processes with an adequate selection of the underlying isometry, and the optimum power is obtained by suitably choosing the score functions. The test statistics are very easy to compute, and their asymptotic distributions are simple.