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.
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