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Estimation of the mean and standard deviation using order statistics
Author(s) -
Dunstan F. D. J.,
Nix A. B. J.
Publication year - 1991
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780100608
Subject(s) - standard deviation , statistics , estimator , outlier , order statistic , mathematics , sample mean and sample covariance , standard error , robust statistics , least absolute deviations
Estimation of the mean and standard deviation of a distribution using linear combinations of the order statistics of a censored sample is discussed. Existing methods are compared with the optimal estimator of this type and new approximations to the optimal estimator are proposed. Their performances in the presence of outliers are assessed by means of simulation.