Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152201 | Statistics & Probability Letters | 2012 | 10 Pages |
Abstract
A very general measure of skewness based on the quantiles is introduced, which includes several well-known measures as special cases. Sample versions of our measure may be used as test statistics for testing the hypothesis of symmetry about an unknown value. We provide large sample theory for such a statistic and discuss the asymptotic relative efficiencies of this against some competing test statistics for symmetry.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Magnus Ekström, Sreenivasa Rao Jammalamadaka,