Tests for symmetry of two-piece normal distribution
V. U. Dixit and
Leela Subramanian
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 4, 1807-1820
Abstract:
In this paper, classical optimum tests for symmetry of two-piece normal distribution is derived. Uniformly most powerful one-sided test for the skewness parameter is obtained when the location and scale parameters are known and is compared with sequential probability ratio test. An ad-hoc test for symmetry and likelihood ratio test for symmetry for large samples, can be found in literature for this distribution. But in this paper, we derive exact likelihood ratio test for symmetry, when location parameter is known. The exact power of the test is evaluated for different sample sizes.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:4:p:1807-1820
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DOI: 10.1080/03610926.2015.1030419
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