修整均值置换分布的高效计算

Efficient Calculation of the Permutation Distribution of Trimmed Means

Journal of the American Statistical Association · 1991
被引 6
ABS 4

中文导读

研究了配对设计中修整均值的置换分布,提出多项式时间算法解决指数时间问题,并利用特征函数计算渐近分布,对处理异常值和分布假设有重要价值。

Abstract

Abstract The permutation distribution of the trimmed mean in matched-pairs designs is studied. This statistic is important since it is robust to both outliers and distributional assumptions. A polynomial-time algorithm for this inherently exponential-time problem is presented. The characteristic function of the distribution provides both the basis for the algorithm and a vehicle for calculating the asymptotic permutation distribution.

统计学非参数统计置换检验稳健统计