Question: 52. Let X1, . . . , Xn be a random sample from a pdf that is symmetric about m. An estimator for m that
52. Let X1, . . . , Xn be a random sample from a pdf that is symmetric about m. An estimator for m that has been found to perform well for a variety of underlying distributions is the Hodges–Lehmann estimator.
To de ne it, rst compute for each i j and each j
1, 2, . . . , n the pairwise average (Xi Xj)/2.
Then the estimator is the median of the s.
Compute the value of this estimate using the data of Exercise 41 of Chapter 1. (Hint: Construct a square table with the xi s listed on the left margin and on top.
Then compute averages on and above the diagonal.)
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
