Download or read book Huber Sense Robust M Estimation of a Scale Parameter with Application to the Exponential Distribution written by R. J. Serfling and published by . This book was released on 1975 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: A theory of robust M-estimation of a location parameter was developed by Huber (1964) and applied to estimation of the mean of a normal distribution. This theory is applicable to the problem of robust estimation of a scale parameter, since nonnegative data X having scale parameter theta may be transformed by y = log x into data Y having location parameter log theta. Equivalently, in the present article the authors reformulate Huber's location parameter results in the scale parameter content--that is transform the theorems instead of the data--and we the authors apply the results in connection with the problem of robust estimation of the parameter theta of the exponential distribution, 1 - exp ( -x/theta), x> 0. Whereas the maximum likelihood estimator of theta is the sample mean, the robust M-estimator, which is the solution of a minimax problem based on the asymptotic variance criterion, turns out to be a type of Winsorized mean. Numerical illustration is provided using a data set of Proschan (1963) consisting of the time intervals between successive failures of the air conditioning systems of a fleet of jet airplanes.
Download or read book Exponential Distribution written by K. Balakrishnan and published by Routledge. This book was released on 2019-01-22 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exponential distribution is one of the most significant and widely used distribution in statistical practice. It possesses several important statistical properties, and yet exhibits great mathematical tractability. This volume provides a systematic and comprehensive synthesis of the diverse literature on the theory and applications of the expon
Download or read book Contributions to the Theory of Robust Estimation written by Frank R. Hampel and published by . This book was released on 1968 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1976 with total page 1072 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Understanding Robust and Exploratory Data Analysis written by David C. Hoaglin and published by John Wiley & Sons. This book was released on 2000-06-02 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in hardcover in 1982, this book is now offered in a Wiley Classics Library edition. A contributed volume, edited by some of the preeminent statisticians of the 20th century, Understanding of Robust and Exploratory Data Analysis explains why and how to use exploratory data analysis and robust and resistant methods in statistical practice.
Download or read book An Adaptive Choice of the Scale Parameter for M estimators written by Robert Michael Bell and published by . This book was released on 1980 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let x sub 1 to x sub n be a random sample from a distribution symmetric about the unknown location parameter theta. A major class of robust estimators of location is the class of M-estimators, each of which corresponds to a function psi defined on the reals. To be scale equivariant, these estimators require the use of a scale equivariant function of the sample. Commonly, this scale parameter is chosen to be a constant times the sample MAD (medial absolute deviation from the median). For a given function psi, the variance of the corresponding M-estimator vaires considerably with the value of the scale parameter. It is therefore proposed that the value which minimizes an estimate of the asymptotic variance of the M-estimator be used as the scaling factor. This adaptive method of scaling is shown to be asymptotically optimal (under fairly general conditions), in the sense that the resulting M-estimator has the smallest possible asymptotic variance among all M-estimators based on psi. In particular, when the underlying distribution is normal, the adaptive estimator based on any reasonable psi achieves full asymptotic efficiency, i.e., is asymptotically equivalent to the sample mean. The performance of the estimator for small samples is investigated by Monte Carlo methods for several choices of psi using the triefficiency criteria. A slight modification of the above estimator compares favorably with Tukey's bisquare M-estimator for sample sizes as small as 20. (Author).
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1986 with total page 1050 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Annual Index written by and published by . This book was released on 1975 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Annual Department of Defense Bibliography of Logistics Studies and Related Documents written by United States. Defense Logistics Studies Information Exchange and published by . This book was released on 1976 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Restricted Scale Parameter of the Exponential Distribution written by Arjum K. Gupta and published by . This book was released on 1976 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Estimation of the Location Parameter from a Two parameter Exponential Distribution written by Jörg Pawlitschko and published by . This book was released on 2001 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Statistics written by Frank R. Hampel and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "This is a nice book containing a wealth of information, much ofit due to the authors. . . . If an instructor designing such acourse wanted a textbook, this book would be the best choiceavailable. . . . There are many stimulating exercises, and the bookalso contains an excellent index and an extensive list ofreferences." —Technometrics "[This] book should be read carefully by anyone who isinterested in dealing with statistical models in a realisticfashion." —American Scientist Introducing concepts, theory, and applications, RobustStatistics is accessible to a broad audience, avoidingallusions to high-powered mathematics while emphasizing ideas,heuristics, and background. The text covers the approach based onthe influence function (the effect of an outlier on an estimater,for example) and related notions such as the breakdown point. Italso treats the change-of-variance function, fundamental conceptsand results in the framework of estimation of a single parameter,and applications to estimation of covariance matrices andregression parameters.
Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1997 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book Outliers in Statistical Data written by Vic Barnett and published by John Wiley & Sons. This book was released on 1994-05-09 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: Every essential area is thoroughly updated to reflect the latest state of knowledge. All the topics are fully revised and extended, and additional topics and new emphases are presented.
Download or read book Robust Statistical Procedures written by Peter J. Huber and published by SIAM. This book was released on 1996-01-01 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a brief, well-organized, and easy-to-follow introduction and overview of robust statistics. Huber focuses primarily on the important and clearly understood case of distribution robustness, where the shape of the true underlying distribution deviates slightly from the assumed model (usually the Gaussian law). An additional chapter on recent developments in robustness has been added and the reference list has been expanded and updated from the 1977 edition.
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2006 with total page 1800 pages. Available in PDF, EPUB and Kindle. Book excerpt:
