A probability distribution function F is said to be symmetric when 1 - F(x) - F(-x) = 0 for all x in R. Given a sequence of alternatives contiguous to a certain symmetric Fo, the authors are concerned with testing for the null hypothesis of symmetry. The proposed tests are consistent against any non symmetric alternative, and their power with respect to the given sequence can easily be optimized. The tests are constructed by means of transformed empirical processes with an adequate selection of the underlying isometry, and the optimum power is obtained by suitably choosing the score functions. The test statistics are very easy to compute and their asymptotic distributions are simple.
|Translated title of the contribution||Tests of symmetry based on Transformed Empirical Processes|
|Original language||Multiple languages|
|Number of pages||10|
|Journal||Canadian Journal of Statistics|
|Publication status||Published - 1 Jan 2000|