Relationships among moments of order statistics in samples from two related outlier models and some applications |
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Authors: | N. Balakrishnan R. S. Ambagaspitiya |
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Affiliation: | Department of Mathematics and Statistics , McMaster University , Hamilton, Canada |
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Abstract: | Balakrishnan (1987a) has recently shown that the moments of order statistics in samples drawn from a continuous population with pdf f(x) symmetric about zero comprising a single outlier with pdf g(x) also symmetric about zero can be expressed in terms of the moments of order statistics in samples drawn from the population obtained by folding the pdf f(x) at zero and the moments of order statistics in samples drawn from the population obtained by folding the pdf f(x) at zero comprising a single outlier with pdf obtained by folding g(x) at zero. The cumulative round off error involved in the numerical evaluation of the moments of order statistics from the symmetric outlier model, using a table of the moments of order statistics from the folded population and the moments of order statistics from the folded outlier model, has also been studied by Balakrishnan (1987a) and shown to be not serious. Making use of these results we study here the robustness of some estimators of th location and scale parameters of a double exponential distribution. |
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Keywords: | Order Statistics outlier single moments product momentes recurrence relations symetric distiribution folded distirbution cumlative rounding error roubstances location and scale parameters |
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