Calibration Estimation of Cumulative Distribution Function Using Robust Measures

Abstract

Outliers are observations that are significantly different from the other observations in a dataset. These types of observations are asymmetric in nature due to a lack of symmetry. The estimation of the cumulative distribution function (CDF) is an important statistical measure commonly discussed for symmetric datasets. However, the estimation of the CDF in the case of the asymmetric nature of the dataset is not a much-explored topic. In this article, we use calibration methodology with auxiliary information for modifying the traditional stratification weight, and hence, we obtain efficient estimates of the CDF using robust measures, i.e., mid-range and tri-mean, under the different distance functions. A simulation study is carried out to see the performance of proposed and existing estimators using asymmetric real-life datasets.