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 ROBUST INFERENCE FOR LOCATION PARAMETERS. ONE- AND TWO-SAMPLE PROBLEMS
Наименование:

ROBUST INFERENCE FOR LOCATION PARAMETERS. ONE- AND TWO-SAMPLE PROBLEMS

автор Bei F. издательство Книга по Требованию Математический анализ. Кратные и криволинейные интегралы. Задачи, решения
Cтраниц 124        мягкая обложка       
Аннотация:Estimating measures of location is a fundamental statistical problem. The sample mean is not always a good choice to estimate location because it is not resistant to the influence of outliers. In this work, we present a number of robust location functionals and deter- mine their breakdown point and influence function. Both the one-sample case and the two-sample case are considered, the latter under two situations : independence and dependence. Confidence interval estimation and hypothesis testing are examined from a robust perspective. We study robust location estimates such as the sample trimmed mean, the sample Winsorized mean and estimates based on symmetric quantiles. Some R programmes are presented in this book. To treat this problem in a precise manner when nonnormality is present, we may use robust location estimates. A few practical examples illustrate the study.
Автор: Bei F.
Издательство: Книга по Требованию
Год:2009
Цена:
2415 руб
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Поиск: ROBUST INFERENCE FOR LOCATION PARAMETERS. ONE- AND TWO-SAMPLE PROBLEMS



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