Accession Number:

ADA056707

Title:

A Density-Quantile Function Perspective on Robust Estimation.

Descriptive Note:

Technical rept.,

Corporate Author:

STATE UNIV OF NEW YORK AT BUFFALO AMHERST STATISTICAL SCIENCE DIV

Personal Author(s):

• Parzen,Emanuel

Report Date:

1978-03-01

Pagination or Media Count:

34.0

Abstract:

This paper provides an overview to a new general approach to statistical data analysis and parameter estimation which could be called the quantile function approach. The aims of descriptive statistics to graphically summarize and display the data are obtained by Quantile-Box plots of the sample quantile function. The aims of goodness of fit are obtained by fitting smooth quantile functions to the sample quantile function. The aims of parameter estimation, especially robust estimation of location and scale parameters, are attained by regression analysis of the sample quantile function. The goal of a statistician in analyzing a batch of data X1,...,Xn should be both estimation of parameters and goodness of fit. By goodness of fit is meant fitting of the observed sample probabilities by a smooth probability law.

Descriptors:

• *STATISTICAL INFERENCE
• PARAMETRIC ANALYSIS
• ANALYSIS OF VARIANCE
• ESTIMATES
• REGRESSION ANALYSIS
• FITTING FUNCTIONS(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE