Accession Number : AD0744323

Title :   Some Small Sample Variances for Hodges-Lehmann Estimates and Related Estimates.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Binstock,W. ; Kraft,C. ; van Eeden,C.

Report Date : APR 1972

Pagination or Media Count : 21

Abstract : The paper gives Monte Carlo estimates of the variance of Hodges-Lehmann location estimates, of corresponding linearized versions, and, of 'universally-efficient' versions. The variances are estimated for the two-sample problem for n = m = 10, 26, 50 and for the populations, logistic, double-exponential, normal, Cauchy, and double-quadratic. Comparisons are given between the variances estimated here and those of BLUE's, and 'usually-efficient' BLUE's. (Author)

Descriptors :   (*SAMPLING, ANALYSIS OF VARIANCE), MONTE CARLO METHOD, RANDOM VARIABLES, ASYMPTOTIC SERIES, DISTRIBUTION FUNCTIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE