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Details for article 17 of 19 found articles
| Title: |
Robust estimation methods for exponential data: a monte-carlo comparison |
| Author: |
Willemain, Thomas R. Allahverdi, Ali Desautels, Philip ldredge, Janine Gur, Ozden Panos, Gregory rinivasan, Aparna Surtihadi, Johan Topal, Erkan Miller, Mark |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 4 pages 1043-1075 |
| Year: |
1992 |
| Contents: |
We compare the performance of seven robust estimators for the parameter of an exponential distribution. These include the debiased median and two optimally-weighted one-sided trimmed means. We also introduce four new estimators: the Transform, Bayes, Scaled and Bicube estimators. We make the Monte Carlo comparisons for three sample sizes and six situations. We evaluate the comparisons in terms of a new performance measure, Mean Absolute Differential Error (MADE), and a premium/protection interpretation of MADE. We organize the comparisons to enhance statistical power by making maximal use of common random deviates. The Transform estimator provides the best performance as judged by MADE. The singly-trimmed mean and Transform method define the efficient frontier of premium/protection. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 17 of 19 found articles
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