Nonparametric Estimation of Mean and Variance When a Few 'Sample' Values Possibly Outliers

摘要

The data (continuous) are n independent observations that are believed to be a random sample. The possibility exists, however, that as many as J of the largest observations, and as many as K of the smallest observations, are outliers. That is, these observations are from populations that are different from the population yielding the other observations (which number at least n - J - K). The interest is in obtaining suitable estimates for the mean and variance of the population yielding the other observations. J and K are given and relatively small, with both = or