Zheng Tian, Gastwirth Joseph L
Department of Statistics, Columbia University, New York, New York 10027.
J Data Sci. 2010 Jul 1;8(3):413-427.
It is important to examine the symmetry of an underlying distribution before applying some statistical procedures to a data set. For example, in the Zuni School District case, a formula originally developed by the Department of Education trimmed 5% of the data symmetrically from each end. The validity of this procedure was questioned at the hearing by Chief Justice Roberts. Most tests of symmetry (even nonparametric ones) are not distribution free in finite sample sizes. Hence, using asymptotic distribution may not yield an accurate type I error rate or/and loss of power in small samples. Bootstrap resampling from a symmetric empirical distribution function fitted to the data is proposed to improve the accuracy of the calculated p-value of several tests of symmetry. The results show that the bootstrap method is superior to previously used approaches relying on the asymptotic distribution of the tests that assumed the data come from a normal distribution. Incorporating the bootstrap estimate in a recently proposed test due to Miao, Gel and Gastwirth (2006) preserved its level and shows it has reasonable power properties on the family of distribution evaluated.
在对数据集应用某些统计程序之前,检查潜在分布的对称性很重要。例如,在祖尼学区的案例中,教育部最初开发的一个公式从两端对称地剔除了5%的数据。首席大法官罗伯茨在听证会上对这一程序的有效性提出了质疑。大多数对称性检验(甚至非参数检验)在有限样本量下都不是无分布的。因此,使用渐近分布可能无法得出准确的I型错误率,并且/或者在小样本中会导致检验效能的损失。本文提出从拟合数据的对称经验分布函数进行自助重采样,以提高几种对称性检验计算出的p值的准确性。结果表明,自助法优于以前依赖于假设数据来自正态分布的检验的渐近分布的方法。将自助估计纳入苗、盖尔和加斯沃思(2006年)最近提出的检验中,保持了其水平,并表明它在评估的分布族上具有合理的检验效能特性。