Posts tagged ‘breakdown point’

[MADS] plug-in estimator

I asked a couple of astronomers if they heard the term plug-in estimator and none of them gave me a positive answer. Continue reading ‘[MADS] plug-in estimator’ »

[ArXiv] use of the median

The breakdown point of the mean is asymptotically zero whereas the breakdown point of the median is 1/2. The breakdown point is a measure of the robustness of the estimator and its value reaches up to 1/2. In the presence of outliers, the mean cannot be a good measure of the central location of the data distribution whereas the median is likely to locate the center. Common plug-in estimators like mean and root mean square error may not provide best fits and uncertainties because of this zero breakdown point of the mean. The efficiency of the mean estimator does not guarantee its unbiasedness; therefore, a bit of care is needed prior to plugging in the data into these estimators to get the best fit and uncertainty. There was a preprint from [arXiv] about the use of median last week. Continue reading ‘[ArXiv] use of the median’ »