1. Included among the R functions written for this book is the function ghdist(n,g=0,h=0). It generates n...
Question:
1. Included among the R functions written for this book is the function ghdist(n,g=0,h=0).
It generates n observations from a so-called g-and-h distribution, which is described in more detail in Chapter 4. The command ghdist(30,0,0.5) will generate 30 observations from a symmetric, heavy-tailed distribution. Generate 30 observations in this manner and create the density estimates using the functions skerd, kdplot, rdplot, and akerd. Repeat this 20 times, and comment on the pattern of results.
2. In the study by Dana (1990) on self-awareness, described in this chapter (in connection with Table 3.2), a second group of subjects yielded the observations 59 106 174 207 219 237 313 365 458 497 515 529 557 615 625 645 973 1,065 3,215.
Compute the sample median, the Harrell–Davis estimate of the median, the M-estimate of location (based on Huber’s ), and the 10% and 20% trimmed means. Estimate the standard errors for each location estimator and compare the results.
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Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780127515427
2nd Edition
Authors: Rand R. Wilcox