A Cramer Von-Mises Type Statistic for Testing Symmetry
Edward D. Rothman, Michael B. Woodroofe · The Annals of Mathematical Statistics · 1972
A Cramer von-Mises type statistic is proposed for testing the symmetry of a continuous distribution function. Its asymptotic null distribution is found explicitly, and its asymptotic distribution under a sequence of local alternatives is described. A Monte Carlo study indicates that the asymptotic formulae are accurate for sample sizes as small as twenty.