An asymptotically distribution-free test of symmetry

نویسندگان

  • Magnus Ekström
  • S. Rao Jammalamadaka
چکیده

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), 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, α 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.

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تاریخ انتشار 2005