首页   按字顺浏览 期刊浏览 卷期浏览 A Note on the Estimation of the Location Parameter of the Cauchy Distribution
A Note on the Estimation of the Location Parameter of the Cauchy Distribution

 

作者: Daniel Bloch,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1966)
卷期: Volume 61, issue 315  

页码: 852-855

 

ISSN:0162-1459

 

年代: 1966

 

DOI:10.1080/01621459.1966.10480912

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Recently Professors T. J. Rothenberg, F. M. Fisher, and C. B. Tilanus published a paper proposing the class of trimmed means as estimators of the location parameter of the Cauchy distribution [5]. They showed that the asymptotic sampling variance of the estimators in this class is essentially minimized by using the middle 24% of the sample order statistics. The corresponding estimate has an asymptotic relative efficiency to the best estimator for complete samples (A.R.E.) of .87796 as compared to an A.R.E. of .81057 for the sample median.

 

点击下载:  PDF (188KB)



返 回