Accession Number:

AD0744323

Title:

Some Small Sample Variances for Hodges-Lehmann Estimates and Related Estimates.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• Binstock,W.
• Kraft,C.
• van Eeden,C.

Report Date:

1972-04-01

Pagination or Media Count:

21.0

Abstract:

The paper gives Monte Carlo estimates of the variance of Hodges-Lehmann location estimates, of corresponding linearized versions, and, of universally-efficient versions. The variances are estimated for the two-sample problem for n m 10, 26, 50 and for the populations, logistic, double-exponential, normal, Cauchy, and double-quadratic. Comparisons are given between the variances estimated here and those of BLUEs, and usually-efficient BLUEs. Author

Descriptors:

• (*SAMPLING
• ANALYSIS OF VARIANCE)
• MONTE CARLO METHOD
• RANDOM VARIABLES
• ASYMPTOTIC SERIES
• DISTRIBUTION FUNCTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE