On the variance of the trimmed mean

Philippe Capéraà and Louis-Paul Rivest

Statistics & Probability Letters, 1995, vol. 22, issue 1, 79-85

Abstract: This note provides a new expression for the variance of the trimmed mean in terms of product moments of order statistics. An exact expression for the bias of the estimator of the variance of trimmed mean is also provided. As an illustration, exact calculations are carried out for small samples from various t-distributions using (Tiku and Kumra, 1985) product moment tables for the order statistics of the t-distribution.

Keywords: Order; statistics; t-distribution; Winsorized; mean (search for similar items in EconPapers)
Date: 1995
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00052-A
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:22:y:1995:i:1:p:79-85

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().