Per citar aquest document: http://ddd.uab.cat/record/97720
A simulation study on some confidence intervals for the population standard deviation
Abu-Shawiesh, Moustafa Omar Ahmed
Banik, Shipra
Golam Kibria, B. M.

Data: 2011
Resum: In this paper a robust estimator against outliers along with some other existing interval estimators are considered for estimating the population standard deviation. An extensive simulation study has been conducted to compare and evaluate the performance of the interval estimators. The exact and the proposed robust method are easy to calculate and are not overly computer-intensive. It appears that the proposed robust method is performing better than other confidence intervals for estimating the population standard deviation, specifically in the presence of outliers and/or data are from a skewed distribution. Some real-life examples are considered to illustrate the application of the proposed confidence intervals, which also supported the simulation study to some extent.
Drets: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Llengua: Anglès
Document: article ; recerca ; publishedVersion
Matèria: Breakdown point ; Bootstrapping ; Confidence interval ; Coverage probability ; Standard deviation ; Qn estimator ; Robust estimator ; Outlier ; Scale estimator
Publicat a: SORT : statistics and operations research transactions, Vol. 35, Núm. 2 (July-December 2011) , p. 83-102, ISSN 1696-2281



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