Title

A winsorized adaptive rank test for location when sampling from asymmetric distributions

DOI

https://doi.org/10.18257/raccefyn.333

Document Type

Article

Publication Date

7-1-2016

Publication Title

Revista de la Academia Colombiana de Ciencias Exactas, Fisicas y Naturales

Abstract

We propose a winsorized adaptive rank test for the location alternative for samples from asymmetric distributions coming from the Generalized Lambda Family. We give a method to calculate the exact conditional distribution, analytic expressions for the asymptotic distribution and for the first two moments of the test statistic. By means of a Monte Carlo study, we show that for various selections of the winsorization parameter, our test is more powerful than the sign test, and than the original test for appropriate choices of the winsorization parameter, from which the proposed test is adapted.

Volume

40

Issue

156

First Page

527

Last Page

532

ISSN

03703908

Identifier

85132624917 (Scopus)

Documento original

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