| Abstract: | This paper considers the problem of testing for shift in location when the symmetry of the underlying distribution is in doubt. Various adaptive test procedures have been suggested in the literature; they are mainly based on a preliminary test or measure of asymmetry, and then choosing between the sign or the Wilcoxon tests accordingly. However, as this paper demonstrates, there are some disadvantages with such procedures. This paper develops a test that does not suffer from such disadvantages. The proposed test is based on modifying the Wilcoxon scores according to the evidence of asymmetry of the distribution present in the data as indicated by the magnitude of the P‐value from a preliminary test of symmetry. A simulation study investigates and compares the performance of the proposed test and other known adaptive procedures in terms of power and attainment of the nominal size. The performance of a suitable bootstrap procedure for the situation under consideration is also studied. In most cases under consideration, the proposed test is found to be superior to the other tests. |
