The truncated mean of an asymmetric distribution

被引：35

作者：

Marazzi, A ^{[1
]}

Ruffieux, C ^{[1
]}

机构：

[1] Univ Lausanne, Inst Social & Prevent Med, CH-1005 Lausanne, Switzerland

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1999年 / 32卷 / 01期

关键词：

asymmetric distributions; robust estimates; trimming; M-estimates;

D O I：

10.1016/S0167-9473(99)00018-3

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper investigates a simple procedure to estimate robustly the mean of an asymmetric distribution. The procedure removes the observations which are larger or smaller than certain limits and takes the arithmetic mean of the remaining observations, the limits being determined with the help of a parametric model, e.g., the Gamma, the Weibull or the Lognormal distribution. The breakdown point, the influence function, the (asymptotic) variance, and the contamination bias of this estimator are explored and compared numerically with those of competing estimates. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：79 / 100

页数：22

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