Table 11.
95% confidence intervals of estimates of traditional and robust statistical parameters for simulations of various types of distributions.
Statistic | Traditional statistic | True value | Estimate for normal distribution | Estimate for mixed normal, heavy tailed | Estimate for mixed normal, asymmetric |
---|---|---|---|---|---|
Mean | 0 | (−.13, .12) | (−.22, .23) | (.29, 1.76) | |
Trimmed mean | Mean | 0 | (−.14, .13) | (−.14, .14) | (.04, .29) |
S.D. | 2 | (1.91, 2.08) | (3.30, 4.06) | (2.80, 32.63) | |
Sn | S.D. | 2 | (1.88, 2.11) | (2.14, 2.41) | (1.84, 2.09) |
S.E. | .06 | (.06, .07) | (.10, .13) | (.09, 1.03) | |
Winsorized S.E. | S.E. | .06 | (.06, .07) | (.08, .09) | (.06, .07) |