A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample

N. Balakrishnan and H. A. David

Statistics & Probability Letters, 2001, vol. 55, issue 4, 339-343

Abstract: In this note, a recurrence relation for product moments of order statistics arising from independent and non-identically distributed variables is utilized to derive a convenient formula for the variance of a lightly trimmed mean when one or more outliers are present in the sample. Formulas are presented for the two cases when: (i) the outliers are scale-outliers, and (ii) the outliers are location-outliers. Two examples are given to illustrate the usefulness of the formulas derived in this note.

Keywords: Order; statistics; Product; moments; Recurrence; relation; Trimmed; mean; L-estimators; Location-outliers; Scale-outliers; Bias; Mean; square; error (search for similar items in EconPapers)
Date: 2001
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