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A ONE‐SIDED TRIMMED MEAN ESTIMATOR FOR THE MEAN OF POSITIVELY SKEWED DISTRIBUTIONS
Author(s) -
Chen Ling
Publication year - 1995
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1995.tb00662.x
Subject(s) - estimator , trimmed estimator , truncated mean , statistics , mathematics , bias of an estimator , confidence interval , monte carlo method , efficient estimator , range (aeronautics) , consistent estimator , mean squared error , minimum variance unbiased estimator , engineering , aerospace engineering
Summary This article proposes estimating the mean of positively skewed distributions by a one‐sided trimmed mean estimator, called the upper‐mean, and uses it to assess soil contact exposures at sites with toxic contamination. An optimal upper‐mean is found by maximising the probability of the estimator falling in a target range. Monte Carlo studies are conducted for several positively skewed distributions and for a distribution obtained from real data. The simulation results show that the upper‐mean is a better estimator than the upper 95% confidence limit estimator currently used, because it is more probable that the estimator is covered by the target range.