Trimmed and Outer Means and Their Variances |
| |
| Authors: | P. Prescott R. V. Hogg |
| |
| Affiliation: | 1. Department of Mathematics , University of Southampton , England , S09 5NH;2. Department of Statistics , University of Iowa , Iowa City , IA , 52242 , USA |
| |
| Abstract: | Some properties of trimmed and outer means for the normal situation are considered; in particular, the mean of the outer half of the sample has the same variance as the mean of the inner half. An inequality involving variances of unbiased estimators of location and their complements is derived and some of its consequences are examined. |
| |
| Keywords: | Adaptive estimators Efficiency of location estimators Robustness Trimmed means |
|
|
