Goodness-of-fit tests based on a robust measure of skewness (Q626221)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit tests based on a robust measure of skewness |
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Goodness-of-fit tests based on a robust measure of skewness (English)
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22 February 2011
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Goodness of fit tests for an i.i.d. sample \(x_1\),\dots,\(x_n\) are considered based on the medcouple statistics \[ MC(F)=\text{med}_{x_k<m_F<x_j}((x_j-m_F)-(m_F-x_k))(x_j-x_k)^{-1}, \] where \(F\) is the distribution corresponding to \(H_0\), and \(m_F\) is the median of \(F\). MC computed by the left and right halves of the sample is also used. The performance of the tests is investigated by simulations. Applications to sociological and economic data are presented.
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medcouple statistics, median, Jarque-Bera test
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