• Title/Summary/Keyword: Hodges-Lehmann location estimator

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A Comparison of Distribution-free Two-sample Procedures Based on Placements or Ranks

  • Kim, Dong-Jae
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.135-149
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    • 1994
  • We discussed a comparison of distribution-free two-sample procedures based on placements or ranks. Iterative asymptotic distribution of both two-sample procedures is studies and small sample Monte Carlo simulation results are presented. Also, we proposed the Hodges-Lehmann type location estimator based on linear placement statistics.

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ROBUST MEASURES OF LOCATION IN WATER-QUALITY DATA

  • Kim, Kyung-Sub;Kim, Bom-Chul;Kim, Jin-Hong
    • Water Engineering Research
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    • v.3 no.3
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    • pp.195-202
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    • 2002
  • The mean is generally used as a point estimator in water-quality data. Unfortunately, the nonnormal and skewed distributions of data hinder the direct application of the mean, which is inappropriate statistics in this case. The use of robust statistics such as L, M, and R-estimators are recommended and become more efficient. The median (L-estimator), the biweight (M-estimator), and the Hodges-Lehmann method (R-estimator) are briefly introduced and applied in this paper. From the actual data analyses, it is known that the median does not guarantee robustness for a small number of data sets, and robust measures of location or the arithmetic mean without outliers are highly recommended if the distribution has tails or outliers. Care must be taken to measure the location because water quality level within a water body can change depending on the selected point estimator.

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