Influence analysis in truncated distributions
| Autor: | J. M. Muñoz-Pichardo, J. L. Moreno-Rebollo, I. Barranco-Chamorro |
|---|---|
| Rok vydání: | 2011 |
| Předmět: |
Statistics and Probability
Applied Mathematics Sampling (statistics) Estimator Minimum-variance unbiased estimator Conditional bias Sample size determination Parametric model Statistics Applied mathematics Sensitivity (control systems) Statistics Probability and Uncertainty Parametric equation Mathematics |
| Zdroj: | Journal of Statistical Planning and Inference. 141:1862-1874 |
| ISSN: | 0378-3758 |
| DOI: | 10.1016/j.jspi.2010.11.040 |
| Popis: | Conditional bias and asymptotic mean sensitivity curve (AMSC) are useful measures to assess the possible effect of an observation on an estimator when sampling from a parametric model. In this paper we obtain expressions for these measures in truncated distributions and study their theoretical properties. Specific results are given for the UMVUE of a parametric function. We note that the AMSC for the UMVUE in truncated distributions verifies some of the most relevant properties we got in a previous paper for the AMSC of UMVUE in the NEF-QVF case, main differences are also established. As for the conditional bias, since it is a finite sample measure, we include some practical examples to illustrate its behaviour when the sample size increases. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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