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Paper Abstract and Keywords
Presentation 2011-06-17 13:30
Exact distributions of the median absolute deviation and it's application to test of the equality of two variances
Hiroshi Kawakami, Hideki Nagatsuka (Tokyo Metropolitan Univ.), Toshinari Kamakura (Chuo Univ.), Hisashi Yamamoto (Tokyo Metropolitan Univ.) R2011-15
Abstract (in Japanese) (See Japanese page) 
(in English) In reliability engineering, robust methods of estimation and tests play important roles. The MAD (Median Absolute Deviation) is one of the well-known robust estimators of scale. Various papers have appeared over the years dealing with the asymptotic properties of the MAD and these applications. However, surprisingly, the exact distribution of the MAD has never been derived. We then derive the exact distribution of the MAD for any continuous distribution. We furthermore propose a robust test of the equality of two variances using the MAD. Numerical studies are conducted to investigate the properties of the proposed test in terms of robustness.
Keyword (in Japanese) (See Japanese page) 
(in English) robust statistics / median absolute deviation / test of the equality of two variances / / / / /  
Reference Info. IEICE Tech. Rep., vol. 111, no. 83, R2011-15, pp. 1-6, June 2011.
Paper # R2011-15 
Date of Issue 2011-06-10 (R) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF R2011-15

Conference Information
Committee R  
Conference Date 2011-06-17 - 2011-06-17 
Place (in Japanese) (See Japanese page) 
Place (in English)  
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To R 
Conference Code 2011-06-R 
Language English 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Exact distributions of the median absolute deviation and it's application to test of the equality of two variances 
Sub Title (in English)  
Keyword(1) robust statistics  
Keyword(2) median absolute deviation  
Keyword(3) test of the equality of two variances  
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1st Author's Name Hiroshi Kawakami  
1st Author's Affiliation Tokyo Metropolitan University (Tokyo Metropolitan Univ.)
2nd Author's Name Hideki Nagatsuka  
2nd Author's Affiliation Tokyo Metropolitan University (Tokyo Metropolitan Univ.)
3rd Author's Name Toshinari Kamakura  
3rd Author's Affiliation Chuo University (Chuo Univ.)
4th Author's Name Hisashi Yamamoto  
4th Author's Affiliation Tokyo Metropolitan University (Tokyo Metropolitan Univ.)
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Speaker Author-1 
Date Time 2011-06-17 13:30:00 
Presentation Time 25 minutes 
Registration for R 
Paper # R2011-15 
Volume (vol) vol.111 
Number (no) no.83 
Page pp.1-6 
#Pages 6 
Date of Issue 2011-06-10 (R) 

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