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BOUNDS ON THE BIAS OF WINSORIZED MEANS

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Summary

This paper provides sharp upper bounds on the bias of the Winsorized mean as an estimator of the population mean in a nonparametric setting. The resulting bounds are numerically evaluated. Further, the probability distributions attaining the bounds are determined.
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Keywords: Hölder inequality; Moriguti's inequality; Winsorized mean; bias; order statistics

Document Type: Research Article

Affiliations: University of Jordan

Publication date: March 1, 2007

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