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A note on the variance of a lightly trimmed mean...
Journal article

A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample

Abstract

In this note, a recurrence relation for product moments of order statistics arising from independent and non-identically distributed variables is utilized to derive a convenient formula for the variance of a lightly trimmed mean when one or more outliers are present in the sample. Formulas are presented for the two cases when: (i) the outliers are scale-outliers, and (ii) the outliers are location-outliers. Two examples are given to illustrate the usefulness of the formulas derived in this note.

Authors

Balakrishnan N; David HA

Journal

Statistics & Probability Letters, Vol. 55, No. 4, pp. 339–343

Publisher

Elsevier

Publication Date

December 15, 2001

DOI

10.1016/s0167-7152(00)00238-8

ISSN

0167-7152

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