Distribution-free test for symmetry based on Bonferroni's measure

Antonietta Mira

Journal of Applied Statistics, 1999, vol. 26, issue 8, 959-972

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.

Date: 1999
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DOI: 10.1080/02664769921963

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