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Uitbijternegerende schatters bij duplobepalingen

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  • M. Keuls

Abstract

Outlyer‐ignoring estimators for measurement in duplo. By hypothesis a measurement u is the sum of two independent random variables, the normal random variable with expectation μ, and standard error σ, and a random error φ: Basically two independent measurements u1 and u2 over u are to give the estimate x=1/2(u1+ u2) over μ. However, to reduce the effect of the error φ on a final estimate of μ, one adds, according to a common practice, a third or even a fourth measurement u3, u4, in the case that the basic pair differs by more than a number A. For this extended set of measurements two outlyer‐ignoring estimator y and z of μ are defined, and investigated against three specifications fo the error φ. Also an outlyer‐ignoring estimate of σ is considered, and its application is illustrated by an example.

Suggested Citation

  • M. Keuls, 1963. "Uitbijternegerende schatters bij duplobepalingen," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 17(3), pages 299-317, September.
    • Handle: RePEc:bla:stanee:v:17:y:1963:i:3:p:299-317
    DOI: 10.1111/j.1467-9574.1963.tb01048.x
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