Estimation of the mean and standard deviation using order statistics.
Estimation of the mean and standard deviation of a distribution using linear combinations of the order statistics of a censored sample is discussed. Existing methods are compared with the optimal estimator of this type and new approximations to the optimal estimator are proposed. Their performances in the presence of outliers are assessed by means of simulation.
Dunstan
F D
FD
School of Mathematics, University of Wales College of Cardiff, U.K.
Nix
A B
AB
D016001:Confidence Intervals; D003627:Data Interpretation, Statistical; D011336:Probability