52. Let X1, . . . , Xn be a random sample from a pdf that is...
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52. Let X1, . . . , Xn be a random sample from a pdf that is symmetric about m. An estimator for m that has been found to perform well for a variety of underlying distributions is the Hodges–Lehmann estimator.
To de ne it, rst compute for each i j and each j
1, 2, . . . , n the pairwise average (Xi Xj)/2.
Then the estimator is the median of the s.
Compute the value of this estimate using the data of Exercise 41 of Chapter 1. (Hint: Construct a square table with the xi s listed on the left margin and on top.
Then compute averages on and above the diagonal.)
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Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9780534404734
1st Edition
Authors: Jay L Devore
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