A simulation study on some confidence intervals for the population standard deviation

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Document typeArticle
Defense date2011
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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is licensed under a Creative Commons license
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Attribution-NonCommercial-NoDerivs 3.0 Spain
Abstract
In this paper a robust estimator against outliers along with
some other existing interval estimators
are considered for estimating the population standard devi
ation. An extensive simulation study has
been conducted to compare and evaluate the performance of th
e interval estimators. The exact
and the proposed robust method are easy to calculate and are n
ot overly computer-intensive. It
appears that the proposed robust method is performing bette
r than other confidence intervals for
estimating the population standard deviation, specificall
y in the presence of outliers and/or data
are from a skewed distribution. Some real-life examples are
considered to illustrate the application
of the proposed confidence intervals, which also supported t
he simulation study to some extent
CitationAbu-Shawiesh, Moustafa Omar Ahmed; Banik, Shipra; Golam Kibria, B. M. Golam Kibria. A simulation study on some confidence intervals for the population standard deviation. "SORT", vol. 35, núm. 2, p. 83-102.
ISSN1696-2281
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