文档介绍：Applied Robust Statistics
David J. Olive
Southern Illinois University
Department of Mathematics
Mailcode 4408
Carbondale, IL 62901-4408
******@
July 6, 2005
Contents
Preface v
1 Introduction 1
Outlier....s ............................ 4
Applications ........................... 5
.......................... 18
Problems ............................. 19
2 The Location Model 25
Four Essential Location Estimators ............ 25
A Note on Notation ..................... 29
The Population Median and MAD ............. 30
Robust Confidence Intervals ................. 38
LargeSampleCIsandTests................. 41
Some Two Stage Trimmed Means ............. 44
Asymptotics for Two Stage Trimmed Means ...... 48
L, R, and M Estimators ................... 53
Asymptotic Theory for the MAD ............. 56
Summary ............................. 59
.......................... 62
Problems ............................. 65
3 Some Useful Distributions 72
The Binomial Distribution .................. 73
The Burr Distribution .................... 74
The Cauchy Distribution ................... 74
The Chi Distribution ..................... 75
The Chi–square Distribution ................ 75
i
The Double Exponential Distribution ........... 77
The Exponential Distribution ................ 78
The Two Parameter Exponential Distribution ..... 79
The Extreme Value Distribution .............. 80
The Gamma Distribution .................. 81
The Half Normal Distribution ............... 83
The Logistic Distribution .................. 84
The Lognormal Distribution ................. 84
The Normal Distribution ................... 85
The Pareto Distribution ................... 87
The Poisson Distribution ................... 88
The Power Distribution ............