RESEARCH OF THE MEAN COOK DISTANCE AND THE ROBUST ESTIMATE OF SCALE PARAMETER

摘要

Based on the principle of statistics and the research results by Zhu Jianjun, the paper establishesthe mean Cook distance of scale parameter and studies its properties. The paper still presents the robust estimate of scale parameter with minimum mean Cook distance and theoretically shows that scale parameter isnot "nuisance parameter" and it determined by the plus weight squared sums of the residuals of observations.A simple numerical example is given.