Sequential Confidence Intervals Based on Generalized Hodges-Lehmann Location Estimators and Related Statistics
Titel:
Sequential Confidence Intervals Based on Generalized Hodges-Lehmann Location Estimators and Related Statistics
Auteur:
Choudhury, Japobrata
Verschenen in:
Communications in statistics
Paginering:
Jaargang 19 (1990) nr. 1 pagina's 287-303
Jaar:
1990
Inhoud:
Statistical inference procedures for location based on the order statistics of the m-averages [image omitted] , for a given integer m < n, are considered. Asymptotic properties of point estimators and related sequential confidence intervals are derived. Small sample numerical results are provided for the cases m = 2, 3, 4, and 5, for selected population distributions. Comparisons of the medians of the m-averages (HL(m)), m=2, 3, 4, and 5, with trimmed mean estimators are made.