Student's t Approximations for Three Simple Robust Estimators
三种简单稳健估计量的 Student t 近似
Suppose that Tn is an estimator of a location parameter θ, Sn is an estimator of its standard error, and both are based on a random sample of size n. Then, approximations of (Tn – θ)/Sn in terms of Student's t are convenient and useful in confidence-interval estimation and tests of hypotheses of θ. In this article some moment-based t approximations of studentized trimmed means, the trimean, and Gastwirth's estimator are constructed at the normal and several near-normal…