Improved confidence interval estimation of the population standard deviation using ranked set sampling: A simulation study
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The sample standard deviation S is the common point estimator of σ, but S is sensitive to the presence of outliers and may not be an efficient estimator of σ in skewed and leptokurtic distributions. Although S has good efficiency in platykurtic and moderately leptokurtic distributions, its classical inferential methods may perform poorly in non-normal distributions. The classical confidence interval for σ relies on the assumption of normality of the distribution. In this paper, a performance comparison of six confidence interval estimates of σ is performed under ten distributions that vary in skewness and kurtosis.
Albatineh, A., Wilcox, M., Zogheib, B., & Kibria, G. (2018). Improved confidence interval estimation of the population standard deviation using ranked set sampling: A simulation study. Journal of Biostatistics and Epidemiology, 4(3), 173-183. Retrieved from http://jbe.tums.ac.ir/index.php/jbe/article/view/205