Skewness coefficients are measures for quantifying the degree of asymmetry of a random variable. Different authors have proposed several skewness coefficients, most of which are positioned within the axiomatic definition introduced by Oja. This contribution presents a general family of skewness coefficients based on OWA functions. After showing that this family fits within Oja’s axiomatic definition of a skewness coefficient, we present a sample version of this coefficient, study its asymptotic distribution, and use it for defining a goodness-of-fit test to a location-scale family.

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Goodness-of-Fit Tests to Location-Scale Families Based on OWA Functions

  • Marina Iturrate-Bobes,
  • Ignacio Montes,
  • Raúl Pérez-Fernández

摘要

Skewness coefficients are measures for quantifying the degree of asymmetry of a random variable. Different authors have proposed several skewness coefficients, most of which are positioned within the axiomatic definition introduced by Oja. This contribution presents a general family of skewness coefficients based on OWA functions. After showing that this family fits within Oja’s axiomatic definition of a skewness coefficient, we present a sample version of this coefficient, study its asymptotic distribution, and use it for defining a goodness-of-fit test to a location-scale family.