Distribution Free Tests for Symmetry Based on the Number of Positive Sums
Burdick, D. L.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 428-438 / Harvested from Project Euclid
Let $X_1, X_2, \ldots, X_N$ be independent identically distributed random variables with common continuous distribution function $F$. Designate by $\mathscr{J}$ a nonempty set of subsets of the integers $\{ 1, 2,\ldots, N\}$ and by $\mathscr{Y} = \mathscr{Y}(\mathscr{J})$ the mapping which assigns to each set $I \in \mathscr{J}, I = \{t_1, t_2, \ldots, t_k\}$ the partial sum $\sum{t_j \in I}X_{t_j}$. Define the random variable $N = N(\mathscr{J})$ as the number of positive sums in the range of $\mathscr{Y}. N(\mathscr{J})$ has been shown to be distribution free when $F$ is the distribution function of a symmetric random variable if $\mathscr{J} = \{1,2, \ldots, N\}$ or $\mathscr{J} = \text{power set of} \{1,2, \ldots, N\}$. Several other nontrivial examples of this phenomenon have been discovered--all by different methods. This paper presents a unified method that derives all previously known results, provides a constructive method for obtaining infinitely many essentially different sets $\mathscr{J}$ with this property, and finally provides a powerful necessary condition on any such set $\mathscr{J}$ that yields a complete characterization of those sets $\mathscr{J}$ for which $N(\mathscr{J})$ is distribution free and $\mathscr{J}$ contains all $k$ element subsets of $\{1,2, \ldots, N\}$ where $k = 2,3, \ldots, N - 1$.
Publié le : 1972-04-14
Classification: 
@article{1177692623,
     author = {Burdick, D. L.},
     title = {Distribution Free Tests for Symmetry Based on the Number of Positive Sums},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 428-438},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692623}
}
Burdick, D. L. Distribution Free Tests for Symmetry Based on the Number of Positive Sums. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  428-438. http://gdmltest.u-ga.fr/item/1177692623/