Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
A robust form of the coefficient of variation, CVr, a unitless measure of spread constructed using the median absolute deviation and the sample median, is considered for contaminated samples from several exponential distributions. The cases studied are those involving samples from exponential dis...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Conference or Workshop Item |
| 語言: | English English |
| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/27740/1/ID%2027740.pdf http://psasir.upm.edu.my/id/eprint/27740/ |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 總結: | A robust form of the coefficient of variation, CVr, a unitless measure of spread constructed
using the median absolute deviation and the sample median, is considered for contaminated
samples from several exponential distributions. The cases studied are those involving samples
from exponential distribution with parameters A~0.2, I, 5 and 10, and contaminating
percentages of a maximum of 40% outliers from exponential distributions with A~0.02 and 20,
and from lognormal distributions with 0=0.25 and 5. Based on the bias and root mean square
error, results exhibited perseverance of the robustness property of the CVr when compared to
that of the conventional coefficient of variation, CVc, across all values of A and types of
contaminating distributions.
|
|---|