Premium
A simple test of symmetry about an unknown median
Author(s) -
Cabilio Paul,
Masaro Joe
Publication year - 1996
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315744
Subject(s) - monte carlo method , asymmetry , calibration , symmetry (geometry) , mathematics , simple (philosophy) , asymptotic distribution , distribution (mathematics) , physics , statistics , mathematical analysis , geometry , quantum mechanics , philosophy , epistemology , estimator
A simple test statistic for testing symmetry of a distribution function about an unknown value is presented. The asymptotic distributions under symmetry and asymmetry are derived. Using the normal as a “calibration” distribution, the critical values of the test are calculated by Monte Carlo methods. Comparisons with other tests indicate that this procedure performs well.