Random Means

Galen R. Shorack

doi:10.1214/aos/1176342755

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Home > Journals > Ann. Statist. > Volume 2 > Issue 4 > Article

July, 1974 Random Means

Galen R. Shorack

Ann. Statist. 2(4): 661-675 (July, 1974). DOI: 10.1214/aos/1176342755

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Abstract

General theorems on asymptotic normality of randomly trimmed and Winsorized means are obtained. A new small sample studentization is proposed. Many examples are presented. The two sample problem is also considered.