Confidence Intervals Based on Robust Estimators
JOURNAL OF MODERN APPLIED STATISTICAL METHODS, vol.7, no.1, pp.253-258, 2008 (ESCI, Scopus)
- Publication Type: Article / Article
- Volume: 7 Issue: 1
- Publication Date: 2008
- Doi Number: 10.22237/jmasm/1209615600
- Journal Name: JOURNAL OF MODERN APPLIED STATISTICAL METHODS
- Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus
- Page Numbers: pp.253-258
- Open Archive Collection: AVESIS Open Access Collection
- Hacettepe University Affiliated: Yes
Abstract
Classical estimation of confidence intervals based on the sample mean and variance is sensitive to outliers. Robust methods were proposed for reducing the influence of outliers. The Minimum Volume Ellipsoid estimator (MVE), having a high breakdown point, is one of the robust estimators for location and scale parameters. The robust confidence interval for location parameter is constructed based on the MVE, and compared with the proposed robust confidence interval estimation methods. The performance of the robust confidence interval based on MVE is illustrated with a simulation study. The lengths of 100(1-alpha)% confidence intervals were investigated.