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New Technique to Estimate the Asymmetric Trimming Mean

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  • A. M. H. Alkhazaleh
  • A. M. Razali

Abstract

A trimming mean eliminates the extreme observations by removing observations from each end of the ordered sample. In this paper, we adopted the Hogg's and Brys's tail weight measures. In addition, a new algorithm was proposed as a linear estimator based on the quartile; we used a quartile to divide the data into three and four groups. Then two new estimators were proposed. These classes of linear estimators were examined via simulation method over a variety of asymmetric distributions. Sample sizes 50, 100, 150, and 200 were generated using R program. The results of 50 were tabulated, since we have similar results for the other sizes. These results were tabulated for 7 asymmetric distributions with total trimmed proportions 0.10 and 0.20 on both sides, respectively. The results for these estimators were ordered based on their relative efficiency.

Suggested Citation

  • A. M. H. Alkhazaleh & A. M. Razali, 2010. "New Technique to Estimate the Asymmetric Trimming Mean," Journal of Probability and Statistics, Hindawi, vol. 2010, pages 1-9, October.
    • Handle: RePEc:hin:jnljps:739154
    DOI: 10.1155/2010/739154
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