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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Pontificia Universidad Javeriana
2019
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oai:doaj.org-article:6721052c5b9d4a0386ea598020e188962021-11-16T15:09:28ZA Runs Test for the Hypothesis of Symmetry with one Sided Alternative10.11144/Javeriana.SC24-2.artf0122-74832027-1352https://doaj.org/article/6721052c5b9d4a0386ea598020e188962019-04-01T00:00:00Zhttps://revistas.javeriana.edu.co/index.php/scientarium/article/view/20848https://doaj.org/toc/0122-7483https://doaj.org/toc/2027-1352We 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.Jimmy Antonio Corzo_Salamanca, Myrian Elena Vergara_Morales, José Giovany Babativa-MárquezPontificia Universidad Javerianaarticleruns tests; one sided symmetry tests; power of a test.Science (General)Q1-390ENESUniversitas Scientiarum, Vol 24, Iss 1, Pp 295-305 (2019) |
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runs tests; one sided symmetry tests; power of a test. Science (General) Q1-390 |
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runs tests; one sided symmetry tests; power of a test. Science (General) Q1-390 Jimmy Antonio Corzo_Salamanca, Myrian Elena Vergara_Morales, José Giovany Babativa-Márquez A Runs Test for the Hypothesis of Symmetry with one Sided Alternative |
description |
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. |
format |
article |
author |
Jimmy Antonio Corzo_Salamanca, Myrian Elena Vergara_Morales, José Giovany Babativa-Márquez |
author_facet |
Jimmy Antonio Corzo_Salamanca, Myrian Elena Vergara_Morales, José Giovany Babativa-Márquez |
author_sort |
Jimmy Antonio Corzo_Salamanca, Myrian Elena Vergara_Morales, José Giovany Babativa-Márquez |
title |
A Runs Test for the Hypothesis of Symmetry with one Sided Alternative |
title_short |
A Runs Test for the Hypothesis of Symmetry with one Sided Alternative |
title_full |
A Runs Test for the Hypothesis of Symmetry with one Sided Alternative |
title_fullStr |
A Runs Test for the Hypothesis of Symmetry with one Sided Alternative |
title_full_unstemmed |
A Runs Test for the Hypothesis of Symmetry with one Sided Alternative |
title_sort |
runs test for the hypothesis of symmetry with one sided alternative |
publisher |
Pontificia Universidad Javeriana |
publishDate |
2019 |
url |
https://doaj.org/article/6721052c5b9d4a0386ea598020e18896 |
work_keys_str_mv |
AT jimmyantoniocorzosalamancamyrianelenavergaramoralesjosegiovanybabativamarquez arunstestforthehypothesisofsymmetrywithonesidedalternative AT jimmyantoniocorzosalamancamyrianelenavergaramoralesjosegiovanybabativamarquez runstestforthehypothesisofsymmetrywithonesidedalternative |
_version_ |
1718426362718453760 |