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Characterization based symmetry tests and their asymptotic efficiencies

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  • Milošević, B.
  • Obradović, M.

Abstract

A new characterization of symmetric distributions is presented. Two classes of distribution-free symmetry tests based on it are proposed. Their Bahadur efficiency is calculated and used for comparison with similar tests. Some classes of most favorable alternatives are also determined.

Suggested Citation

  • Milošević, B. & Obradović, M., 2016. "Characterization based symmetry tests and their asymptotic efficiencies," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 155-162.
    • Handle: RePEc:eee:stapro:v:119:y:2016:i:c:p:155-162
    DOI: 10.1016/j.spl.2016.07.007
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    References listed on IDEAS

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    1. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
    2. Yakov Y. Nikitin & Irina Peaucelle, 2004. "Efficiency and local optimality of nonparametric tests based on U- and V-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 185-200.
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    Cited by:

    1. Jafar Ahmadi, 2021. "Characterization of continuous symmetric distributions using information measures of records," Statistical Papers, Springer, vol. 62(6), pages 2603-2626, December.
    2. Ahmadi, Jafar, 2020. "Characterization results for symmetric continuous distributions based on the properties of k-records and spacings," Statistics & Probability Letters, Elsevier, vol. 162(C).
    3. Ivanović, Blagoje & Milošević, Bojana & Obradović, Marko, 2020. "Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).

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