Comparing Measures of Location When the Underlying Distribution Has Heavier Tails than Normal

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Atıf İçin Kopyala

Özdemir A. F.

Journal of Statisticians: Statistics and Actuarial Sciences, cilt.3, ss.8-16, 2010 (Hakemli Dergi)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 3
• Basım Tarihi: 2010
• Dergi Adı: Journal of Statisticians: Statistics and Actuarial Sciences
• Derginin Tarandığı İndeksler: TR DİZİN (ULAKBİM)
• Sayfa Sayıları: ss.8-16
• Dokuz Eylül Üniversitesi Adresli: Evet

Özet

In this study, two conventional (mean and median) and three robust (20% trimmed mean, one-step M-estimator, and modified one-step M-estimator) measures of location are compared in terms of their asymptotic relative efficiencies and mean squared error when the underlying distribution is contaminated normal. When n=20, one-step M-estimator was best in five, modified one-step M-estimator was best in three, and 20% trimmed mean was best in one situation, when n=40, one-step M-estimator and modified one-step M-estimator were best in four, 20% trimmed mean was best in one sampling situation covered.