✦ LIBER ✦

A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample

✍ Scribed by N. Balakrishnan; H.A. David

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 78 KB
Volume: 55
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00238-8

No coin nor oath required. For personal study only.

✦ Synopsis

In this note, a recurrence relation for product moments of order statistics arising from independent and non-identically distributed variables is utilized to derive a convenient formula for the variance of a lightly trimmed mean when one or more outliers are present in the sample. Formulas are presented for the two cases when: (i) the outliers are scale-outliers, and (ii) the outliers are location-outliers. Two examples are given to illustrate the usefulness of the formulas derived in this note.

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