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BOUNDS ON THE BIAS OF WINSORIZED MEANS |
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| Authors: | Mohammad Z. Raqab |
| Affiliation: | University of Jordan |
| Abstract: | This paper provides sharp upper bounds on the bias of the Winsorized mean as an estimator of the population mean in a nonparametric setting. The resulting bounds are numerically evaluated. Further, the probability distributions attaining the bounds are determined. |
| Keywords: | bias Hölder inequality Moriguti's inequality order statistics Winsorized mean |