Outlier Detection in a Preliminary Test Estimator of the Mean
نویسندگان
چکیده
Pre-test estimator has been studied to estimate the mean of a normal distribution when non-sample prior information is avaliable. Our aim is to consider pre-test estimator of the mean in thepresence of outliers. A well known procedure to define pre-test estimator of the mean is using thesample mean. However, the sample mean is not a robust location parameter. In order to overcomethis problem, we replace it with a robust estimator. Cook’s squared distance is used to study theinfluential observations in a Monte Carlo study. ReferencesCook, R.D. (1977) Detection of influential observations in linear regression. Technometrics, 19,15-18.C.P. Han. (2002) Influential observations in a preliminary test estimator of the mean. Pak. J.Statist. S. Ejaz Ahmed Special Issue, Vol.18(2), 321-333.G.G. Judge, M.E. Bock (1978) The Statistical Implications of pre-test and Stein-rule estimatorsin econometrics. North Holland Company.
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