Abstract

CORZO, Jimmy Antonio  and  VERGARA, Myrian Elena. A winsorized adaptive rank test for location when sampling from asymmetric distributions. Rev. acad. colomb. cienc. exact. fis. nat. [online]. 2016, vol.40, n.156, pp.527-532. ISSN 0370-3908.  https://doi.org/10.18257/raccefyn.333.

We propose a winsorized adaptive rank test for the location alternative for samples from asymmetric distributions coming from the Generalized Lambda Family. We give a method to calculate the exact conditional distribution, analytic expressions for the asymptotic distribution and for the first two moments of the test statistic. By means of a Monte Carlo study, we show that for various selections of the winsorization parameter, our test is more powerful than the sign test, and than the original test for appropriate choices of the winsorization parameter, from which the proposed test is adapted.

Keywords : Location Tests; Winsorized Rank Tests; Power of Rank Tests.

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