A new way of quantifying the symmetry of a random variable: Estimation and hypothesis testing

作者：Gonzalez Rodriguez Gil; Colubi Ana; Angeles Gil M; Asuncin Lubiano M

来源：Journal of Statistical Planning and Inference, 2012, 142(12): 3061-3072.

DOI：10.1016/j.jspi.2012.06.006

• Skewness measure
• Random fuzzy set
• Functional characterization of the distribution
• Test of symmetry
• Bootstrap test

New measures of skewness for real-valued random variables are proposed. The measures are based on a functional representation of real-valued random variables. Specifically, the expected value of the transformed random variable can be used to characterize the distribution of the original variable. Firstly, estimators of the proposed skewness measures are analyzed. Secondly, asymptotic tests for symmetry are developed. The tests are consistent for both discrete and continuous distributions. Bootstrap versions improving the empirical results for moderated and small samples are provided. Some simulations illustrate the performance of the tests in comparison to other methods. The results show that our procedures are competitive and have some practical advantages.

• 出版日期2012-12