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.