Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution

Gabriela Damilano and Pedro Puig

Scandinavian Journal of Statistics, 2004, vol. 31, issue 4, 629-637

Abstract: Abstract. We characterize all symmetric location models for which a linear combination of the median and the sample mean is an asymptotically efficient estimator of the location parameter. The resulting model can be understood as a symmetrized or double truncated normal distribution. A simple algorithm to estimate the parameters is given and an application is presented.

Date: 2004
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https://doi.org/10.1111/j.1467-9469.2004.00411.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:31:y:2004:i:4:p:629-637

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