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Activity Number:
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154
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2007 : 10:30 AM to 12:20 PM
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Sponsor:
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WNAR
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| Abstract - #310383 |
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Title:
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A New Class of Location Parameters and Estimators
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Author(s):
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Roy St Laurent*+ and Ian Harris
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Companies:
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Northern Arizona University and Southern Methodist University
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Address:
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Department of Mathematics & Statistics, Flagstaff, AZ, 86011-5717,
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Keywords:
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mean ; median ; robust estimators ; influence ; breakdown
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Abstract:
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We introduce a new way to relate the mean and the median. A class of parameters is defined via a functional. Each member of the class is a weighted mean of probability mass above and below the parameter. By adjusting a tuning parameter that determines the weighting, a family of location parameters is generated which includes the mean; and includes the median in a limiting sense. Applying the functional to data generates a family of location estimators. Properties of the estimators are explored and compared to those of the mean, the median and other well-known robust measures of location.
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