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Locally optimal test of normality against skew-normality. (English) Zbl 1431.62227
Summary: Efficient Score testing procedures for testing for the skewness parameter of the one-parameter and three-parameter skew-normal distributions are investigated. Approximate percentage points for the test statistics are obtained via the Monte Carlo method. Salvan’s locally optimal test is extended and simulation is used to show that the power of the extended test is higher than that of the skewness test.

MSC:
62H10 Multivariate distribution of statistics
62G10 Nonparametric hypothesis testing
62E10 Characterization and structure theory of statistical distributions
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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