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A NONPARAMETRIC CONFIDENCE INTERVAL FOR THE TRIMMED MEAN
Authors:
Min Tsao a;
Julie Zhou a
| Affiliation: | a Department of Mathematics and Statistics, University of Victoria British Columbia, Canada V8W 3P4. |
DOI:
10.1080/10485250215317
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 8
Formats available:
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(English)
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Abstract
We propose a nonparametric confidence interval for the trimmed mean. The confidence interval is based on the empirical likelihood interval for the sample mean. Its coverage probability is bounded below by the desired nominal level. Simulation results on its coverage probability and the power of the associated test show that it works well in small to moderate sample size situations.
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| Keywords: Confidence Interval; Empirical Likelihood Method; Trimmed Mean |
| view references (8) |
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