Article ID: | iaor201113252 |
Volume: | 49 |
Issue: | 1 |
Start Page Number: | 51 |
End Page Number: | 60 |
Publication Date: | Mar 2007 |
Journal: | Australian & New Zealand Journal of Statistics |
Authors: | Raqab Mohammad Z |
Keywords: | Winsorized mean |
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.