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Statistics Seminar Series


Thursday, October 4, 2007 @ 4:00PM
Cullimore Hall, Room 611
New Jersey Institute of Technology

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Randomly Trimmed Mean




Zhiqiang Peter Chen, PhD.

Department of Mathematics

William Paterson University

 

 

 

Abstract

 

Let μ, and S be robust location and scale estimator respectively and let c be any tuning constant, we trim off the observations that are outside the interval of [μ-cS, μ+cS]. Randomly trimmed mean is defined by taking average of the remaining data. We will present theoretical results of randomly trimmed means in term of robustness and asymptotic theory.