2004BernoulliOpen access

Saddlepoint approximations to the trimmed mean

Roelof Helmers, Bing‐Yi Jing, Gengsheng Qin, Wang Zhou

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Abstract

Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established.Some numerical evidence on the quality of our saddlepoint approximations is also included.

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Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established.Some numerical evidence on the quality of our saddlepoint approximations is also included.

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Available abstract

Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established.Some numerical evidence on the quality of our saddlepoint approximations is also included.

Key concepts: Studentized range, Mathematics, Truncated mean, Sample mean and sample covariance, Edgeworth series, Statistics, Applied mathematics, Approximations of π

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