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

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2003年 / 45卷 / 01期

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.

引用

页码：83 / 96

页数：14

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