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TESTING March 09, 2026

An objective non-local prior for skew-symmetric models

Authors

F. J. Rubio

Abstract

We propose an objective non-local prior for testing symmetry against skew-symmetric alternatives. The prior is derived through a formal construction rule by assigning a uniform distribution to a discrepancy-based measure of the shape parameter's effect. This approach avoids the need for user-specified hyperparameters and produces a weakly informative prior tailored to the skew-symmetric family. We illustrate the use of the proposed prior in the context of testing normality against skew-normal alternatives through both a simulation study and a real-data application.

Metadata

arXiv ID: 2603.08285
Provider: ARXIV
Primary Category: stat.ME
Published: 2026-03-09
Fetched: 2026-03-10 05:43

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