A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample
In this note, a recurrence relation for product moments of order statistics arising from independent and non-identically distributed variables is utilized to derive a convenient formula for the variance of a lightly trimmed mean when one or more outliers are present in the sample. Formulas are presented for the two cases when: (i) the outliers are scale-outliers, and (ii) the outliers are location-outliers. Two examples are given to illustrate the usefulness of the formulas derived in this note.
Year of publication: |
2001
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Authors: | Balakrishnan, N. ; David, H. A. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 4, p. 339-343
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Publisher: |
Elsevier |
Keywords: | Order statistics Product moments Recurrence relation Trimmed mean L-estimators Location-outliers Scale-outliers Bias Mean square error |
Saved in:
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