Tests for symmetry of two-piece normal distribution

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

Mathematics Subject Clssification:

• 62F03