Nonparametric E-tests of Symmetry
Volume 2, Issue 2 (2024), pp. 261–270
Pub. online: 23 February 2024
Type: Methodology Article
Open Access
Open Access
Area: Statistical Methodology
Accepted
23 January 2023
23 January 2023
Published
23 February 2024
23 February 2024
Abstract
The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce analogues for e-values of three popular nonparametric tests, define an analogue for e-values of Pitman’s asymptotic relative efficiency, and apply it to the three nonparametric tests. We discuss limitations of our simple definition of asymptotic relative efficiency and list directions of further research.
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