A Robust Estimator of the Difference between Location Parameters of Correlated Variables for Fragmentary Samples.

Abstract

A SIMPLE AND ROBUST ESTIMATOR OF THE DIFFERENCE OF LOCATION PARAMETERS OF CORRELATED VARIABLES IS PROPOSED WHEN SOME OBSERVATIONS ON EITHER OF THE VARIABLES ARE MISSING. We show that this estimator is consistent, asymptotically normally distributed, and insensitive to outlying observations. Asymptotic relative efficiency comparisons with other known estimators are made to show the advantage of the proposed estimator. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1980
Accession Number
ADA088109

Entities

People

  • L. J. Wei

Organizations

  • University of South Carolina

Tags

DTIC Thesaurus Topics

  • Air Force
  • Computer Science
  • Data Analysis
  • Distribution Functions
  • Efficiency
  • Information Science
  • Mathematics
  • Normal Distribution
  • Observation
  • Probability
  • Random Variables
  • Scientific Research
  • South Carolina
  • Statistical Analysis
  • Statistics
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Statistical inference.