Accession Number : AD0714813

Title :   Comments and Suggestions on Efficiency Robustness.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Switzer,Paul

Report Date : 24 OCT 1970

Pagination or Media Count : 23

Abstract : The introduction sets out some general available procedures to get large-sample efficient estimates of a location parameter when the governing distribution f is well-specified. The next section reviews some attempts to relax the f specification. In the third section is discussed how one chooses from a given repertoire of competing estimators. It is there advocated that their respective estimated standard errors be used to govern the choice and two methods are presented for estimating standard error nonparametrically for this purpose. Some Monte Carlo comparisons are presented in section 4 using sample-sizes of 30, 60, and 120 together with a short-tail and a long-tail f. The possibility of using sample-determined weightings of selected estimators is also briefly explored. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, DECISION THEORY), (*SAMPLING, MATHEMATICAL PREDICTION), MONTE CARLO METHOD, CONFIDENCE LIMITS, PROBABILITY DENSITY FUNCTIONS, STATISTICAL TESTS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE