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On the consistency of tests of symmetry
Authors:
Yoav Benjamini -
a;
Abba M. Krieger -
b
| Affiliations: | a Tel Aviv University, Israel |
| b Wharton School of the University of Pennsylvania, Philadelphia, PA |
DOI:
10.1080/10485259508832619
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
It is important to determine whether a distribution is symmetric or skewed, as this might affect inferences of interest. There are a number of concepts that define classes of skewed distributions, and many tests for symmetry have been suggested in the literature. We find the appropriate class of skewed distributions for which each of the tests of symmetry is consistent.
|
| Keywords: Tests for symmetry; skewness; consistency |
| view references (17) |
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