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rQCC (version 0.19.8.2)

n.times.eVar.of.HL1: Empirical variances of the Hodges-Lehmann (HL1) estimator (times n)

Description

n times the empirical variances of the Hodges-Lehmann estimator (HL1) under the standard normal distribution, where \(n\) is the sample size and \(n\) is from 1 to 100. For the HL1, the median is taken over \(i<j\) where \(i,j=1,2,\ldots,n\), that is, $$\mathrm{HL1} = \mathop{\mathrm{median}}_{i<j} \Big( \frac{X_i+X_j}{2} \Big).$$ They are obtained using the extensive Monte Carlo simulation with 1E07 replicates.

Usage

n.times.eVar.of.HL1

Arguments

Value

n.times.eVar.of.HL1 returns a vector of 100 values.

Format

This data frame contains 100 values.

References

Park, C., H. Kim, and M. Wang (2019). Finite-sample properties of robust location and scale estimators. arXiv:1908.00462.

Hodges, J. L. and E. L. Lehmann (1963). Estimates of location based on rank tests. Annals of Mathematical Statistics, 34, 598--611.