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July, 1980 An Edgeworth Curiosum
Stephen M. Stigler
Ann. Statist. 8(4): 931-934 (July, 1980). DOI: 10.1214/aos/1176345085

Abstract

Taking the sample mean of a set of measurements need not be uniformly advantageous, even when $n = 2$ and all moments are finite. The examples presented include one given by Edgeworth in 1883.

Citation

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Stephen M. Stigler. "An Edgeworth Curiosum." Ann. Statist. 8 (4) 931 - 934, July, 1980. https://doi.org/10.1214/aos/1176345085

Information

Published: July, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0463.62033
MathSciNet: MR572636
Digital Object Identifier: 10.1214/aos/1176345085

Subjects:
Primary: 62G35

Keywords: 62-02 , divergence , Edgeworth , Hodges-Lehmann estimator , median , Pareto distribution , robustness , sample mean

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • July, 1980
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