A New Robust Confidence Interval for the Population Mean µ based on Winsorized Modified One Step M-Estimator and Winsorized Standard Deviation

• Autorzy: Haddad Firas , Abu-Shawiesh Moustafa Omar Ahmed

Identyfikatory

DOI

10.24425/mper.2024.151491

• Języki publikacji: EN

Abstrakty

EN

In this paper, we propose a new confidence interval (CI) for the population mean based on robust estimators, which involves the application of the winsorized modified one-step M-estimator (WMOM) and winsorized standard deviation (WSD). The proposed method is modified for the Student’s t confidence interval CI under the non-normal distribution. The performances of the proposed confidence interval were evaluated via a Monte-Carlo simulation study by considering the coverage ratio (CR) and the average length (AL) as performance criteria. The simulation study results show the superior performance of the proposed confidence interval (CI) over the classical parametric Student’s t for data from a non-normal distribution. Two real data sets were analyzed, and the results agree to some extent with those of the simulation study. The results confirm the suitability of the proposed CI estimator for both normally and non-normally distributed data.

Słowa kluczowe

EN

confidence interval; robust estimator; coverage ratio; average length; winsorized sample; winsorized modified one step M-estimator; winsorized standard deviation

• Wydawca: Production Engineering Committee of the Polish Academy of Sciences ; Polish Association for Production Management
• Czasopismo: Management and Production Engineering Review
• Rocznik: 2024
• Tom: Vol. 15, No. 3
• Strony: 1--14
• Opis fizyczny: Bibliogr. 38 poz., tab., wykr.

Twórcy

autor

Haddad Firas

• Imam Abdulrahman Bin Faisal University, College of Administrative Management, Department of Quantitative Methods, Dammam, Saudi Arabia

• https://orcid.org/0000-0002-1554-0590

autor

Abu-Shawiesh Moustafa Omar Ahmed

• Mathematics, The Hashemite University, Zarqa 13133, P.O. Box 330127, Jordan

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