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Showing 1 to 1 of 1 for “"Cauchy Trimmed Mean"”.
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The performance and robustness of confidence intervals for the median of a symmetric distribution constructed assuming sampling from a Cauchy distribution
Trimmed means are robust estimators of location for distributions having heavy tails. Theory and simulation indicate that little efficiency is lost under normality when using appropriately trimmed means and that their use with data from distributions with heavy tails can result in improved …