Approximate Confidence Intervals for a Robust Scale Parameter
Copyright policy )Approximate Confidence Intervals for a Robust Scale Parameter
A recent paper by Wainer and Thissen has renewed the interest in Gini’s mean difference, G, by pointing out its robust characteristics. This note presents distribution-free asymptotic confidence intervals for its population value, γ, in the one sample case and for the difference Δ = (γ1 − γ2) in the two sample situations. Both procedures are based on a technique of jackknifing U-statistics developed by Arvesen.
- University of North Carolina at Chapel Hill United States
jackknifing, Nonparametric tolerance and confidence regions, Gini mean difference, Robustness and adaptive procedures (parametric inference), distribution-free asymptotic confidence intervals, robustness, U-statistics
jackknifing, Nonparametric tolerance and confidence regions, Gini mean difference, Robustness and adaptive procedures (parametric inference), distribution-free asymptotic confidence intervals, robustness, U-statistics
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