Distribution-free test for symmetry based on Bonferroni's measure
- 1 December 1999
- journal article
- research article
- Published by Taylor & Francis in Journal of Applied Statistics
- Vol. 26 (8) , 959-972
- https://doi.org/10.1080/02664769921963
Abstract
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 efficiency 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.Keywords
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