Birnbaum (1948) introduced the notion of peakedness about \theta of a random variable T, defined by $P(| T - \theta | <\epsilon), \epsilon > 0$. What seems to be not well-known is that, for a consistent estimator Tn of \theta, its peakedness does not necessarily converge to 1 monotonically in n. In this article some known results on how the peakedness of the sample mean behaves as a function of n are recalled. Also, new results concerning the peakedness of the median and the interquartile range are presented.
Originele taal-2 | Engels |
---|
Plaats van productie | Eindhoven |
---|
Uitgeverij | Eurandom |
---|
Aantal pagina's | 5 |
---|
Status | Gepubliceerd - 1999 |
---|
Naam | Report Eurandom |
---|
Volume | 99007 |
---|
ISSN van geprinte versie | 1389-2355 |
---|