3.5 Let X1, . . . ,Xn be independent observations with distribution function F(x ), and...

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3.5 Let X1, . . . ,Xn be independent observations with distribution function F(x − ), and let Tn = Pn i=1 cniXn:i be an L-estimator of , then:

(a) If Pn i=1 cni = 1, then T is translation equivariant.

(b) If F is symmetric about zero, Pn i=1 cni = 1 and cni = cn,n−i+1, i =

1, . . . , n, then the distribution of Tn is symmetric about .

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Robust Statistical Methods With R

ISBN: 9781032092607

2nd Edition

Authors: Jana Jurecková, Jan Picek, Martin Schindler

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