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Hybrid test for the hypothesis of symmetry

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  • Reza Modarres
  • Joseph Gastwirth

Abstract

In recent years, McWilliams and Tajuddin have proposed new and more powerful non-parametric tests of symmetry for continuous distributions about a known center. In this paper, we propose a simple non-parametric two-stage procedure based on the sign test and a percentile-modified two-sample Wilcoxon test. The small-sample properties of this test, Tajuddin's test, McWilliams' test and a modified runs test of Modarres and Gastwirth are investigated in a Monte Carlo simulation study. The simulations indicate that, for a wide variety of asymmetric alternatives in the lambda family, the hybrid test is more powerful than are existing tests in the literature.

Suggested Citation

  • Reza Modarres & Joseph Gastwirth, 1998. "Hybrid test for the hypothesis of symmetry," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(6), pages 777-783.
    • Handle: RePEc:taf:japsta:v:25:y:1998:i:6:p:777-783
    DOI: 10.1080/02664769822765
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    References listed on IDEAS

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    1. P. A. R. Koopman, 1979. "Testing symmetry with a procedure, combining the sign test and the signed rank test," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 137-142, September.
    2. Modarres, Reza & Gastwirth, Joseph L., 1996. "A modified runs test for symmetry," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 107-112, December.
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