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Tests for symmetry of two-piece normal distribution
Authors:V. U. Dixit  Leela Subramanian
Affiliation:1. Department of Statistics, University of Mumbai, Mumbai, India;2. Department of Statistics, SIES College of Arts Science and Commerce, Mumbai, India
Abstract:In this paper, classical optimum tests for symmetry of two-piece normal distribution is derived. Uniformly most powerful one-sided test for the skewness parameter is obtained when the location and scale parameters are known and is compared with sequential probability ratio test. An ad-hoc test for symmetry and likelihood ratio test for symmetry for large samples, can be found in literature for this distribution. But in this paper, we derive exact likelihood ratio test for symmetry, when location parameter is known. The exact power of the test is evaluated for different sample sizes.
Keywords:Two-piece normal distribution  most powerful test  uniformly most powerful test  sequential probability ratio test  likelihood ratio test
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