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It's very interesting. And what are the most suitable formulas we can use to measure how robust it is?
by nazka 11y ago
It's very interesting. And what are the most suitable formulas we can use to measure how robust it is?
- chestervonwinch 11y agoIf you are estimating a parameter with a sample statistic, two properties it should have are unbiasedness and low variance: https://en.wikipedia.org/wiki/Minimum-variance_unbiased_estimator https://en.wikipedia.org/wiki/Minimum-variance_unbiased_esti...
- rcthompson 11y agoThe robustness of a sample min or max for a continuous distribution is basically proportional to the density of the distribution at that extremum. A steep or vertical drop-off at the edge of the distribution is the ideal case. The article gives a formula for the statistical power of the hypothesis test derived from the sample min. It depends on the function h(x), whose purpose is to establish a lower bound on the density of the distribution at the min, and hence a lower bound on the robustness of the sample min as an estimator.