Beta
ManageSearchChatDiscover
313565

Median Moments with Application to Location-Scale Family of Distributions

Article

Last updated: 05 Jan 2025

OverviewSimilar Items

Subjects

-

Tags

-

Abstract

Model fitting is one of the basic activities in statistical analysis. Classical estimation methods such as method of moments and least squares are not robust. They are sensitive to outliers, to other contamination in the data, or to incorrect assumptions about an appropriate population model. Consequently, the estimating of distribution parameters using methods which produce efficient and robust estimators are needed. In this article, we define population and sample median moments as a robust version of population and sample L-moments in which the expectation of the order statistics of a conceptual sample of population L-moments is replaced by median of the order statistics of a conceptual sample. The method is illustrated by several examples and compared with other methods. The results seem to indicate that the method possesses high efficiency and robustness compared to other competitor methods such as linear moments (L-moments) and Linear Quick Moment (LQ-moments).

DOI

10.21608/esju.2005.313565

Keywords

Moments, Median - Order Statistics, Outliers - Robust Estimation

Volume

49

Article Issue

2

Related Issue

42994

Issue Date

2005-12-01

Publish Date

2005-12-01

Page Start

181

Page End

198

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_313565.html

Detail API

https://esju.journals.ekb.eg/service?article_code=313565

Order

6

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Median Moments with Application to Location-Scale Family of Distributions

Details

Type

Article

Created At

28 Dec 2024