Confidence Intervals Based on Robust Estimators
JOURNAL OF MODERN APPLIED STATISTICAL METHODS, cilt.7, sa.1, ss.253-258, 2008 (ESCI, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 7 Sayı: 1
- Basım Tarihi: 2008
- Doi Numarası: 10.22237/jmasm/1209615600
- Dergi Adı: JOURNAL OF MODERN APPLIED STATISTICAL METHODS
- Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
- Sayfa Sayıları: ss.253-258
- Açık Arşiv Koleksiyonu: AVESİS Açık Erişim Koleksiyonu
- Hacettepe Üniversitesi Adresli: Evet
Özet
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.