Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152140 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
In this work, the exact finite-sample distribution of the median absolute deviation about the median (MAD) of continuous random variables is derived. The main results are used for providing exact confidence intervals for the scale parameter of a location–scale model, which are robust to the presence of outliers.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hideki Nagatsuka, Hiroshi Kawakami, Toshinari Kamakura, Hisashi Yamamoto,