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Biometrika 1985 72(1):216-218; doi:10.1093/biomet/72.1.216
© 1985 by Biometrika Trust
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MISCELLANEA

The effect of an outlier on L-estimators of location in symmetric distributions

H. A. DAVID and J. K. GHOSH

Statistical Laboratory, Iowa State University Ames, Iowa 50011, U.S.A.
Indian Statistical Institute Calcutta, India

The effect is studied of an outlier which has the same symmetric distribution as the other observations except for a change in location and a possible increase in scale. We show that the median is the most bias-resistant estimator, in the class of L-statistics with symmetric nonnegative coefficients that add up to one, for a class of distributions which includes the normal, double-exponential and logistic distributions.

Key Words: Bias • Convexity • Inequality • Order statistic • Robustness


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