Comparison of Several Estimators for the Variance of a Normal Distribution when Outliers May be Present.

Abstract

Although much research has been directed at dealing with outliers, particularly for a N(MU, sigma sq) distribution, little work has been devoted to estimating sigma sq when outliers may be present. This report describes a comparison of some proposed estimators of sigma sq for the case of data which, except for spurious observations, results from a N(MU sigma sq) distribution. All the estimators considered are nonadaptive and can accommodate up to n/2 outliers from a sample of size n. Monte Carlo simulation was used for the comparison of MSE, which was selected as a measure of performance. Interval estimates based on several of the estimators are also considered. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA087491

Entities

People

  • Denise D. Schmoyer
  • Dennis E. Smith

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Beyond Visual Range Missiles
  • Data Science
  • Data Sets
  • Estimators
  • Information Science
  • Mathematics
  • Monte Carlo Method
  • New York
  • Normal Distribution
  • Order Statistics
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Samples
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

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