Distribution of asymmetric trimmed means

The empirical distribution of asymmetrically trimmed means is investigated by means of Monte Carlo studies. It is shown that if the trimming is done as suggested in the paper, the resulting standardized statistic has an approximate Student's t-distribution. The power of these trimmed means is demonstrated by means of a Monte Carlo study comparing a statistic which is a function of the trimmed means to the usual two-sample t-test.