ADAPTIVE TRIMMED MEAN AS A LOCATION ESTIMATE

Siming LI , Yong LI , Jiao JIN

系统科学与复杂性(英文) ›› 2012, Vol. 25 ›› Issue (5) : 973-986.

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PDF(490 KB)
系统科学与复杂性(英文) ›› 2012, Vol. 25 ›› Issue (5) : 973-986. DOI: 10.1007/s11424-012-1072-7

ADAPTIVE TRIMMED MEAN AS A LOCATION ESTIMATE

    Siming LI , Yong LI , Jiao JIN
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ADAPTIVE TRIMMED MEAN AS A LOCATION ESTIMATE

    Siming LI , Yong LI , Jiao JIN
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Abstract

The trimmed mean is one of the most common estimators of location for symmetrical distributions, whose effect depends on whether the trim rate matches the proportion of conta inated data. Based on the geometric characteristics of the curve of the trimmed variance function, the authors propose two kinds of adaptive trimmed mean algorithms. The accuracy of the estimators is compared with that of other often-used estimates, such as sample mean, trimmed mean, trimean, and median, by means of simulation method. The results show that the accuracy of the adaptive derivative optimization trimmed mean method is close to the optimum performance in case of medium contamination (the contamination rate is less than 50%). Under high contamination situation (the contamination rate equals 80%), the performance of the estimates is comparable to that of the median and is superior to other counterparts.

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Siming LI , Yong LI , Jiao JIN. ADAPTIVE TRIMMED MEAN AS A LOCATION ESTIMATE. 系统科学与复杂性(英文), 2012, 25(5): 973-986 https://doi.org/10.1007/s11424-012-1072-7
Siming LI , Yong LI , Jiao JIN. ADAPTIVE TRIMMED MEAN AS A LOCATION ESTIMATE. Journal of Systems Science and Complexity, 2012, 25(5): 973-986 https://doi.org/10.1007/s11424-012-1072-7
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