基于游程统计量的无分布对称性检验

A Distribution-Free Test for Symmetry Based on a Runs Statistic

Journal of the American Statistical Association · 1990
被引 26
ABS 4

中文导读

提出一种基于游程统计量的简单检验方法,用于检验连续分布是否关于已知中位数对称,该统计量服从二项分布且具有不变性,蒙特卡洛研究表明其比现有方法更有效。

Abstract

Abstract I present a simple test, based on a runs statistic, for symmetry of a continuous distribution about a known median. The statistic has a binomial sampling distribution and desirable invariance properties. Monte Carlo studies demonstrate that, for a wide variety of alternative asymmetric distributions, the test is more powerful than tests proposed by Butler (1969), Rothman and Woodroofe (1972), or Hill and Rao (1977).

统计学假设检验非参数统计