ON THE REMOVAL OF SKEWNESS BY TRANSFORMATION

被引:0
作者
HALL, P
机构
来源
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1992年 / 54卷 / 01期
关键词
BOOTSTRAP; CONFIDENCE INTERVAL; EDGEWORTH EXPANSION; SKEWNESS; SYMMETRY;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We suggest empirical transformations for removing most of the skewness of an asymmetric statistic. These transformations may be used as the basis for accurate confidence procedures or hypothesis tests and can be employed in conjunction with either a normal approximation or the bootstrap. Our approach differs from those of other researchers in that the transformation is monotone and invertible.
引用
收藏
页码:221 / 228
页数:8
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