On the ratio of two independent skewnesses

ABSTRACT

In many fields, the researchers are interested in making inferences about the ratio of skewnesses in two independent populations. In the present paper, the asymptotic distribution for the ratio of the sample skewnesses in two independent populations is established. Then the asymptotic distribution is used to derive the asymptotic confidence interval and to test the hypothesis for the ratio of population's skewnesses. Finally, the applicability of the proposed method is investigated through Monte Carlo simulations.

KEYWORDS:

• Cramer's theorem
• skewness
• Slutsky's theorem.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62F03
• 62F05
• 62F12
• 62H20

Acknowledgment

We would like to express our warmest gratitude to the reviewer(s) for their invaluable comments during the planning and development of this study.