On the variance of the trimmed mean

This note provides a new expression for the variance of the trimmed mean in terms of product moments of order statistics. An exact expression for the bias of the estimator of the variance of trimmed mean is also provided. As an illustration, exact calculations are carried out for small samples from various t-distributions using (Tiku and Kumra, 1985) product moment tables for the order statistics of the t-distribution.

MoreLess

Year of publication:	1995
Authors:	Capéraà, Philippe ; Rivest, Louis-Paul
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 22.1995, 1, p. 79-85
Publisher:	Elsevier
Subject:	Order statistics t-distribution Winsorized mean

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314025