A Runs Test for the Hypothesis of Symmetry with one Sided Alternative
We propose a trimmed runs test for the hypothesis of symmetry with one sided alternative, in samples coming from the generalized lambda distribution (GLD) with unknown median. We provide a method to calculate the exact distribution, showing that it is symmetric around zero and we give arguments t...
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| Autor principal: | |
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| Formato: | article |
| Lenguaje: | EN ES |
| Publicado: |
Pontificia Universidad Javeriana
2019
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/6721052c5b9d4a0386ea598020e18896 |
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| Sumario: | We propose a trimmed runs test for the hypothesis of symmetry with one sided
alternative, in samples coming from the generalized lambda distribution (GLD)
with unknown median. We provide a method to calculate the exact distribution,
showing that it is symmetric around zero and we give arguments to justify the
approximation by means of the normal distribution. The size of the proposed
test is calibrated with four symmetrical cases of the GLD and the empirical
power is compared with that of some other tests for the same hypothesis, using
eight asymmetrical cases of the GLD. The results show that the proposed test is
unbiased in the cases used for calibration, and that the empirical power of the
proposed test overtakes the empirical power of all compared tests, excepting one
of them in two specific cases. Some hints are given concerning how to optimize
the empirical power according to the size of the tails of the sampled distributions. |
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