Exact bounds for the bias of trimmed means

被引:9
|
作者
Danielak, K [1 ]
Rychlik, T [1 ]
机构
[1] Polish Acad Sci, Math Inst, PL-87100 Torun, Poland
关键词
bias; Holder's inequality; Moriguti's inequality; order statistic; selection differential; Steffensen's inequality; trimmed mean;
D O I
10.1111/1467-842X.00262
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Trimmed means remove outliers but affect the estimation efficiency in uncontaminated samples. This paper provides and analyses sharp upper and lower bounds on the bias in the non-parametric estimation of population means by various trimmed means in different scale units. It. also presents sharp evaluations of expected trimmed means by the expectations of properly truncated parent distributions.
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页码:83 / 96
页数:14
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