CHAPTER 5: LOCATION ESTIMATORS

Chapter 5: Location Estimators

Main Concepts

A location parameter indexes a family of distributions of fixed shapes. The pdf’s all have the same
shape and width but are shifted relative to each other. It is sometimes called a “slippage” parameter.

Def. Let f (x; θ, λ) be the density function of a random variable X. The parameter θ ï�± is a location
parameter if the densityf (x; θ, λ) can be written as a function of x − θ ; that is, if

f (x; θ, λ) = h(x − θ; λ)

for some function h(·; λ) and h(·; λ) does not depend on θ .

Example:

Remarks:

1. θ is a location parameter for the random variable X if the distribution of x−θï�± does not depend
on θ .

2. Although the center of a symmetric distribution is often convenient location parameter, other
quantities can determine a distribution�s location.

Example:

Def. The distribution of a random variable X is symmetric around the center of symmetry c if the
random variables (X − c) and −(X − c) are identically distributed, i.e.,

FX−c (·) = F−(X−c) (·)

Def. The median of a random variable X is a value X.5 that satisfies

1
P {X < X.5 } ≤ ≤ P {X ≤ X.5 }
2
Remarks:

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Simple L-Estimators CHAPTER 5: LOCATION ESTIMATORS

1. Median of a Gaussian distribution is equal to its mean and its center of symmetry.
2. Every symmetric distribution with finite mean has mean, median and center of symmetry coin-
ciding.
3. If the mean of a symmetric distribution is not finite, the median and the center of symmetry still
coincide.

Lemma 1. Let X be a random variable with distribution symmetric around c, with mean E(X) and
median X.5 . Then c = X.5 and if E(X) is finite, then E(X) = c = X.5 .

Proof:

Remarks:

1. The lemma gives a threefold interpretation of the location parameter of a symmetric distribution
: mean, median, and center of symmetry.
2. Asymmetric distributions have no such �natural� location parameter. The location parameter
may be a central value, but, in general, will not be the mean or median. Note that: mean - center
of gravity; median - center of probability
3. Asymmetric batches may be transformed to achieve approximate symmetry.

Simple L-Estimators

The sample mean and the sample median are common summary statistics for a batch of data. (Batch
refers to data that may be obtained in any manner even without any statistical design. In a batch,
there are no assumptions of independence and identical distributions that are usually associated with
a sample.)

Given a symmetric distribution, the sample mean and the sample median both estimate the “center”
of the distribution. A class of estimators, called L-estimators will be defined and from them, the most
suitable estimator for a certain symmetric distribution will be identified.

Def. Let X(1) ≤ X(2) ≤ ... ≤ X(n) be the order statistics of a sample of size n. Let a1 , a2 , ..., an be real
∑
n
numbers, 0 ≤ ai ≤ 1, i = 1, 2, .., n such that ai = 1. An L-estimator T with weights a1 , a2 , ..., an
i=1
is

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Simple L-Estimators CHAPTER 5: LOCATION ESTIMATORS

∑
n
T = ai X(i)
i=1

Trimmed Means

A trimmed mean is identified by the proportion that is trimmed off from each end of the ordered sample,
i.e. a 20% trimmed mean of a sample of size 10 is the simple average of six observations remaining
after trimming off the 2 largest and 2 smallest observations. The sample mean can be considered a
0% trimmed mean. Median is approximately equal to the 50% trimmed mean. We denote the trimmed
mean with proportion αï�¡ trimmed off each end by T(αï�¡).

Example: Measurement of the passage time of light (recorded in millionths of a second x 10-3 + 24.8
Newcomb�s measurement)

28 -44 29 30
26 27 22 23
33 16 24 29
24 40 21 31
34 -2 25 29

Compute for the following: T(0), T(0.05), T(0.1), T(0.2), T(0.3), T(0.4).

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Simple L-Estimators CHAPTER 5: LOCATION ESTIMATORS

Let g = ⌊αn⌋ denote the greatest integer less than or equal to αn, 0 ≤ α ≤ 0.5, and let r = αn − g
be the fractional part of αn.

Def. The α-trimmed mean, denoted by T(α), is

{ }
1 ∑
n−g−1
T (α) = (1 − r) [Xg+1 + Xn−g ] + X(i)
n (1 − 2α) i=g+2

Def. The midmean is the average of the central half of the order statistics. This coincides exactly with
the 25% trimmed mean.

Broadened Median

Def. For n odd, the broadened median is the average of the three central order statistics for 5 ≤ n ≤
12; the five central order statistics for n ≥ 13. For n even, the broadened median is a weighted average
of the central four order statistics for 5 ≤ n ≤ 12 with weights 1/6, 1/3, 1/3, and 1/6 ; for n ≥ 13, it is the
weighted average of the central six order statistics with weights 1/5 to the central four and weights
1/10 to the end ones of the six.

Remark:
( The
) BMED can be thought
( of )as a variably trimmed mean with trimming proportion
0.5 − n for 5 ≤ n ≤ 12 and 0.5 − n for n ≥ 13.
1.5 2.5

Trimean

Def. Let FL and FU denote the lower and upper fourths of the batch (approximately the quartiles). The
trimean, denoted by TRI is

1
TRI = (FL + 2M + FU ).
4
(where FL and FU are the lower and upper fourths, respectively, and M is the median)

COMPARISON OF L-ESTIMATORS

Comparison of L-Estimators

1. The median is the most resistant among L-estimators.

2. The midmean is not as resistant as the median but it covers more information than the median.
3. If there are errors in the data toward the middle, then the median will be affected and we say the
median is not resistant to rounding and grouping errors.
4. The broadened median is more resistant to rounding and grouping errors than the median.
5. The distribution of the median is more mathematically tractable (i.e. easier to derive) than the
broadened median.
6. If n is small, the broadened median is not as resistant as the median.
7. The trimean is more tractable than the midmean.
8. The midmean has more information and is more efficient than the trimean.
9. The presence of anomalous data in the central half of the data will be covered by the midmean.

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