Robust Univariate Test of Symmetry
- 1 June 1977
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 72 (358) , 387
- https://doi.org/10.2307/2286804
Abstract
This paper presents a test of symmetry based on the gaps of the order statistics. This test is sensitive to small skewed transformations of symmetric random variables and is adjusted for the apparent long-tailedness of the sample. A comparison of this adjusted test, the usual skewness test g 1, and Gupta's asymptotically nonparametric procedure shows that the procedure presented here has the best performance as a test of symmetry.Keywords
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