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):
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:
Subject Categories:
- Statistics and Probability