A Study of Real Data.

Abstract

Nine sets of real data are analyzed. The distributions within the contaminated exponential power family which best describe these data sets are obtained by maximum likelihood. It appears that heavy tailed distributions are often produced by secular inhomogeneity in mean and variance. A specific robust estimator would behave well if, in the real world, data occurred of the kind which favored it. In this paper more classical sets of data are considered and their characteristics are studied in relation to proposed robust estimators.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1979
Accession Number
ADA079737

Entities

People

  • George E. P. Box
  • Gina Chen

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Contracts
  • Data Analysis
  • Data Science
  • Data Sets
  • Estimators
  • Information Science
  • Mathematics
  • Maximum Likelihood Estimation
  • Normal Distribution
  • Plastic Explosives
  • Power Distribution
  • Probability
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Samples
  • Statistics
  • United States

Readers

  • Quantum spin resonance or Electron Paramagnetic Resonance spectroscopy.
  • Statistical inference.