Accession Number : AD0747324

Title :   The Asymptotic Distribution of the Trimmed Mean.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Stigler,Stephen M.

Report Date : JUN 1972

Pagination or Media Count : 17

Abstract : In the paper it is shown that in order for the trimmed mean to be asymptotically normal, it is necessary and sufficient that the sample be trimmed at sample percentiles such that the corresponding population percentiles are uniquely defined. (The sufficiency of this condition is well-known.) In addition, the (non-normal) limiting distribution of the trimmed mean when this condition is not satisfied is derived, and it is shown that in some situations the use of the trimmed mean may lead to severely biased inferences. Some possible remedies are briefly discussed, including the use of 'smoothly' trimmed means. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, ASYMPTOTIC SERIES), SAMPLING, RANDOM VARIABLES, PROBABILITY DENSITY FUNCTIONS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE