Document Type
Report
Date
5-1990
Keywords
Trimmed mean, bootstrap, optimal trimming
Language
English
Disciplines
Computer Sciences
Description/Abstract
In this paper we revisit the problem of choosing an optimally trimmed mean. This problem was originally addressed by Jaeckel (1971). We propose alternatives to Jaeckel's estimator and its modifications discussed in Andrews et al. (1972). Jaeckel's procedure chooses the optimal trimming by minimizing an estimate of the asymptotic variance of the trimmed mean. We use the bootstrap procedure to choose the optimal trimming. A simulation study shows that our procedure compares favorably with Jaeckel's procedure. We also discuss modification of our procedure to the two sample setting.
Recommended Citation
Mehrotra, Kishan; Jackson, Paul; and Schick, Anton, "On Choosing An Optimally Trimmed Mean" (1990). Electrical Engineering and Computer Science - Technical Reports. 66.
https://surface.syr.edu/eecs_techreports/66
Source
local
Additional Information
School of Computer and Information Science, Syracuse University, SU-CIS-90-04