Comparison of the bias of trimmed and Winsorized means
Comparison of the bias of trimmed and Winsorized means
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修剪均值和缩尾均值偏差的比较
DOI：
10.1080/03610926.2014.963620
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
M. Bieniek
中科院分区：
文献类型：
--
作者：
M. Bieniek
摘要我们得到了关于双边窗口平均偏差的精确投影界。为了确定适当函数的投影，我们考虑了新的解析条件，它描述了相应的最大凸次项的形式。然后我们比较了TRIMED均值和Winsorized均值的数值上界。我们的结论是，如果我们没有关于潜在分布的信息，那么Winsorized均值比调整后的均值更好。
ABSTRACT We derive sharp upper and lower projection bounds on the bias of two-sided Winsorized means. To determine the projection of appropriate function, we consider new analytic condition which describes the form of the corresponding greatest convex minorant. Then we compare numerically obtained bounds for trimmed and Winsorized means. We conclude that if we have no information about the underlying distribution then Winsorized means are better than the trimmed ones.