An objective non-local prior for skew-symmetric models
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.
Fields of Study & Subjects
Statistical Distribution Estimation and Applications
Statistical Methods and Bayesian Inference
Bayesian Methods and Mixture Models
Publication details
- Journal / source
- Statistics & Probability Letters
- Volume
- 235
- Pages
- 110730–110730
- Publication date
- 10 March 2026
- Language
- EN