Abstract
The biweight is one member of the family of M-estimators used to estimate location. The variance of this estimator is calculated via Monte Carlo simulation for samples of sizes 5, 10, and 20. The scale factors and tuning constants used in the definition of the biweight are varied to determine their effects on the variance. A measure of efficiency for three distributional situations (Gaussian and two stretched-tailed distributions) is determined. Using a biweight scale and a tuning constant of c = 6, the biweight attains an efficiency of 98.2% for samples of size 20 from the Gaussian distribution. The minimum efficiency at n = 20 using the biweight scale and c = 4 is 84.7%, revealing that the biweight performs well even when the underlying distibution of the samples has abnormally stretched tails.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Journal of Research of the National Bureau of Standards
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
