Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.

A robust form of the coefficient of variation, CVr, a unitless measure of spread constructed using the median absolute deviation and the sample median, is considered for contaminated samples from several exponential distributions. The cases studied are those involving samples from exponential dis...

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Main Author: Maarof, Fauziah
Format: Conference or Workshop Item
Language:English
English
Online Access:http://psasir.upm.edu.my/id/eprint/27740/1/ID%2027740.pdf
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spelling oai:psasir.upm.edu.my:27740 http://psasir.upm.edu.my/id/eprint/27740/ Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers. Maarof, Fauziah A robust form of the coefficient of variation, CVr, a unitless measure of spread constructed using the median absolute deviation and the sample median, is considered for contaminated samples from several exponential distributions. The cases studied are those involving samples from exponential distribution with parameters A~0.2, I, 5 and 10, and contaminating percentages of a maximum of 40% outliers from exponential distributions with A~0.02 and 20, and from lognormal distributions with 0=0.25 and 5. Based on the bias and root mean square error, results exhibited perseverance of the robustness property of the CVr when compared to that of the conventional coefficient of variation, CVc, across all values of A and types of contaminating distributions. Conference or Workshop Item NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/27740/1/ID%2027740.pdf Maarof, Fauziah Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers. In: 5th Saudi Science Conference 2012, 16-18 Apr. 2012, Al Qura University Mecca. . (Unpublished) English
institution UPM IR
collection UPM IR
language English
English
description A robust form of the coefficient of variation, CVr, a unitless measure of spread constructed using the median absolute deviation and the sample median, is considered for contaminated samples from several exponential distributions. The cases studied are those involving samples from exponential distribution with parameters A~0.2, I, 5 and 10, and contaminating percentages of a maximum of 40% outliers from exponential distributions with A~0.02 and 20, and from lognormal distributions with 0=0.25 and 5. Based on the bias and root mean square error, results exhibited perseverance of the robustness property of the CVr when compared to that of the conventional coefficient of variation, CVc, across all values of A and types of contaminating distributions.
format Conference or Workshop Item
author Maarof, Fauziah
spellingShingle Maarof, Fauziah
Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
author_facet Maarof, Fauziah
author_sort Maarof, Fauziah
title Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
title_short Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
title_full Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
title_fullStr Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
title_full_unstemmed Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
title_sort behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.
url http://psasir.upm.edu.my/id/eprint/27740/1/ID%2027740.pdf
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score 13.4562235