Robustness of sample mean and sample median under restrictions on outliers
نویسندگان
چکیده
منابع مشابه
Note on Qualitative Robustness of Multivariate Sample Mean and Median
It is known that the robustness properties of estimators depend on the choice of a metric in the space of distributions.We introduce a version of Hampel’s qualitative robustness that takes into account the√n-asymptotic normality of estimators in R, and examine such robustness of two standard location estimators in R. For this purpose, we use certain combination of the Kantorovich and Zolotarev ...
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چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
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We compare the (asymptotic) eeciencies of the sample mean and the sample median in the exponential power family. This single family of densities is an ideal one to illustrate the eeect of \heavy tails" on the two estimators. We nd the density for which the mean and median are equally eecient, and observe what happens for limiting cases within the family. Only basic tools are needed in the analy...
متن کاملAsymptotic Joint Distribution of Sample Mean and a Sample Quantile
1. Introduction. The joint asymptotic distribution of the sample mean and the sample median was found by Laplace almost 200 years ago. See Stigler [2] for an interesting historical discussion of this achievement. For a review of other work on this problem, see derive the asymptotic joint distribution of the sample mean and an arbitrary quantile. It is hoped that the proof may be new and of inte...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1987
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-19-2-239-240