TY - JOUR UR - http://lib.ugent.be/catalog/pug01:338293 ID - pug01:338293 LA - eng TI - Tests for symmetry based on the one-sample Wilcoxon signed rank statistic PY - 2005 JO - (2005) COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION SN - 0361-0918 PB - 2005 AU - Thas, Olivier AU - Rayner, JCW AU - Best, DJ AB - The one-sample Wilcoxon signed rank test was originally designed to test for a specified median, under the assumption that the distribution is symmetric, but it can also serve as a test for symmetry if the median is known. In this article we derive the Wilcoxon statistic as the first component of Pearson's X-2 statistic for independence in a particularly constructed contingency table. The second and third components are new test statistics for symmetry. In the second part of the article, the Wilcoxon test is extended so that symmetry around the median and symmetry in the tails can be examined seperately. A trimming proportion is used to split the observations in the tails from those around the median. We further extend the method so that no arbitrary choice for the trimming proportion has to be made. Finally, the new tests are compared to other tests for symmetry in a simulation study. It is concluded that our tests often have substantially greater powers than most other tests. ER -Download RIS file
00000nam^a2200301^i^4500 | |||
001 | 338293 | ||
005 | 20180813142441.0 | ||
008 | 060607s2005------------------------eng-- | ||
022 | a 0361-0918 | ||
024 | a 000233882100010 2 wos | ||
024 | a 1854/LU-338293 2 handle | ||
024 | a 10.1080/03610910500308354 2 doi | ||
040 | a UGent | ||
245 | a Tests for symmetry based on the one-sample Wilcoxon signed rank statistic | ||
260 | c 2005 | ||
520 | a The one-sample Wilcoxon signed rank test was originally designed to test for a specified median, under the assumption that the distribution is symmetric, but it can also serve as a test for symmetry if the median is known. In this article we derive the Wilcoxon statistic as the first component of Pearson's X-2 statistic for independence in a particularly constructed contingency table. The second and third components are new test statistics for symmetry. In the second part of the article, the Wilcoxon test is extended so that symmetry around the median and symmetry in the tails can be examined seperately. A trimming proportion is used to split the observations in the tails from those around the median. We further extend the method so that no arbitrary choice for the trimming proportion has to be made. Finally, the new tests are compared to other tests for symmetry in a simulation study. It is concluded that our tests often have substantially greater powers than most other tests. | ||
598 | a A1 | ||
700 | a Thas, Olivier u LA26 0 801001013507 9 F4E60580-F0ED-11E1-A9DE-61C894A0A6B4 | ||
700 | a Rayner, JCW | ||
700 | a Best, DJ | ||
650 | a Mathematics and Statistics | ||
653 | a components | ||
653 | a brownian motion | ||
653 | a Pearson's X-2 test | ||
653 | a score tests | ||
653 | a RUNS TEST | ||
773 | t COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION g Commun. Stat.-Simul. Comput. 2005. 34 (4) p.957-973 q 34:4<957 | ||
856 | 3 Full Text u https://biblio.ugent.be/publication/338293/file/3202430 z [ugent] y Thas_2005_CSSC_34_4_957.pdf | ||
920 | a article | ||
Z30 | x BW 1 LA10 | ||
922 | a UGENT-BW |
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