Symmetry;
Quantile;
Test Power;
Bootstrap;
Simulation;
SKEWNESS;
D O I:
10.15672/HJMS.2016.386
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
In this paper, we construct a nonparametric test for the symmetry assumption of an underling distribution based on the sample quantiles. Bootstrap re-sampling from a symmetric empirical distribution function is used to obtain the p-value of the test. The power of the new test statistic is compared with some well-known symmetry tests using a simulation study. The results show that the proposed test preserves its level and it has reasonable power properties on the family of distribution evaluated.
机构:
Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
Jiangxi Univ Finance & Econ, Sch Stat, Nanchang 330013, Jiangxi, Peoples R ChinaMichigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
机构:
Rutgers State Univ, Dept Stat, Hill Ctr Math Sci, Piscataway, NJ 08855 USARutgers State Univ, Dept Stat, Hill Ctr Math Sci, Piscataway, NJ 08855 USA