Theory & Methods: Exact Bounds for the Bias of Trimmed Means

Katarzyna Danielak and Tomasz Rychlik

Australian & New Zealand Journal of Statistics, 2003, vol. 45, issue 1, 83-96

Abstract: Trimmed means remove outliers but affect the estimation efficiency in uncontaminated samples. This paper provides and analyses sharp upper and lower bounds on the bias in the non–parametric estimation of population means by various trimmed means in different scale units. It also presents sharp evaluations of expected trimmed means by the expectations of properly truncated parent distributions.

Date: 2003
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