Open Journal of Statistics

Volume 10, Issue 4 (August 2020)

ISSN Print: 2161-718X   ISSN Online: 2161-7198

Google-based Impact Factor: 0.53  Citations  

Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method

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DOI: 10.4236/ojs.2020.104038    298 Downloads   883 Views  
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ABSTRACT

A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree.

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Gligorije, P. (2020) Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method. Open Journal of Statistics, 10, 640-650. doi: 10.4236/ojs.2020.104038.

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