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Abstract
We propose a winsorized adaptive rank test for the location alternative for samples from asymmetric distributions coming from the Generalized Lambda Family. We give analytic expressions for the exact and asymptotic distributions and for the first two moments of the test statistic. By means of a Monte Carlo study, we show that for various selections of the winsorization parameter, our test is more powerful than the sign test, and than the original test, from which the proposed test is adapted. © 2016. Acad. Colomb. Cienc. Ex. Fis. Nat. All rights reserved.References
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