Robust Estimates and Tests for the one- and two-Sample Scale Models
单样本与双样本尺度模型的稳健估计和检验
The purpose of this paper is to investigate the scale problem and develop a class of robust techniques which are useful in estimation and testing. The classical functional which has been used as a measure of variability of a distribution is the standard deviation. Its associated estimator, the sample standard deviation, is shown to have highly undesirable robustness properties. Another measure of variability, the square root of the midvariance, is proposed and investigated.…