Between the mean and the median: the L-p estimator

摘要

This paper presents the class of the L-p (least power) estimators and their main properties. Particular estimators belonging to such a class are well known in metrology, like the sample median, the sample mean and the mid-range (that is the L-p estimator with p = 1, 2,8, respectively), whereas the L-p estimator with generic p is not yet applied within the metrological context. Thanks to robustness and efficiency properties intermediate between those of the sample mean and the sample median, the L-p estimator with 1 < p < 2 ( in particular, with p = 1.5) appears suitable for the statistical processing of experimental results. Application examples of the L-p estimator to international intercomparison data processing are reported.