Bounds On The Bias Of Winsorized Means

Bounds On The Bias Of Winsorized Means

0.00 Avg rating0 Votes
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:
Keywords: Winsorized mean
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.