稳健统计以及几种统计量的稳健性比较分析

统计研究 ›› 2007, Vol. 24 ›› Issue (9): 82-84.

稳健统计以及几种统计量的稳健性比较分析

郭亚帆

内蒙过财经学院

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2007-09-15 发布日期:2007-09-15

Robust Statistic and Comparative Analysis of the Robustness of the Statistic

Guo Yafan

Received:1900-01-01 Revised:1900-01-01 Online:2007-09-15 Published:2007-09-15

摘要/Abstract

摘要： 稳健统计作为统计学的一个较为活跃的研究领域，是对传统统计方法的完善和补充。其中最为简单和通俗易懂的是统计量的稳健性。本文对几种常用的统计量进行深入地剖析，进而揭示其稳健性的不足。同时给出几种稳健统计量，并与传统的统计量进行比较。通过比较来展现稳健统计量的优势及其应用价值。

关键词: 稳健统计, 切尾均值, M统计量

Abstract: As an active research field in statistics, robust statistics is the complement for the traditional statistical methods, in which the robustness of the estimators is the most easily understood. This paper analyses several traditional estimators which are lack of robustness, at the same time, this paper presents a few robust estimators and compares them with the traditional estimators, through which we can discover the advantage and the application value of the robust estimators.

Key words: Key words:Robust statistics, Rimed-mean, M-statistic

郭亚帆. 稳健统计以及几种统计量的稳健性比较分析[J]. 统计研究, 2007, 24(9): 82-84.

Guo Yafan. Robust Statistic and Comparative Analysis of the Robustness of the Statistic[J]. Statistical Research, 2007, 24(9): 82-84.