Premium
BOUNDS ON THE BIAS OF WINSORIZED MEANS
Author(s) -
Raqab Mohammad Z.
Publication year - 2007
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2006.00462.x
Subject(s) - mathematics , estimator , nonparametric statistics , upper and lower bounds , truncated mean , statistics , population mean , population , mathematical analysis , demography , sociology
Summary This paper provides sharp upper bounds on the bias of the Winsorized mean as an estimator of the population mean in a nonparametric setting. The resulting bounds are numerically evaluated. Further, the probability distributions attaining the bounds are determined.