Estimation of the mean and standard deviation using order statistics.
暂无分享,去创建一个
Estimation of the mean and standard deviation of a distribution using linear combinations of the order statistics of a censored sample is discussed. Existing methods are compared with the optimal estimator of this type and new approximations to the optimal estimator are proposed. Their performances in the presence of outliers are assessed by means of simulation.
[1] P. Prescott. A mean difference estimator of standard deviation in asymmetrically censored normal samples , 1979 .
[2] M. J. R. Healy,et al. A mean difference estimator of standard deviation in symmetrically censored normal samples , 1978 .
[3] H. A. David. Miscellanea: Gini's mean difference rediscovered , 1968 .
[4] F. Downton,et al. Linear estimates with polynomial coefficients. , 1966, Biometrika.