Some Small Sample Variances for Hodges-Lehmann Estimates and Related Estimates

The paper gives Monte Carlo estimates of the variance of Hodges-Lehmann location estimates, of corresponding linearized versions, and, of 'universally-efficient' versions. The variances are estimated for the two-sample problem for n = m = 10, 26, 50 and for the populations, logistic, doubl...

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Bibliographic Details
Main Authors: Binstock,W, Kraft,C, van Eeden,C
Format: Report
Language:English
Subjects:
ANALYSIS OF VARIANCE
ASYMPTOTIC SERIES
DISTRIBUTION FUNCTIONS
HODGES-LEHMANN ESTIMATES
MONTE CARLO METHOD
ORDER STATISTICS
RANDOM VARIABLES
SAMPLING
STATISTICAL DECISION THEORY
Statistics and Probability
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Summary:The paper gives Monte Carlo estimates of the variance of Hodges-Lehmann location estimates, of corresponding linearized versions, and, of 'universally-efficient' versions. The variances are estimated for the two-sample problem for n = m = 10, 26, 50 and for the populations, logistic, double-exponential, normal, Cauchy, and double-quadratic. Comparisons are given between the variances estimated here and those of BLUE's, and 'usually-efficient' BLUE's. (Author)