aresimcn: A Relative Efficency Investigation Simulation

In austinragotzy/mathstat: Introduction to Mathematical Statistics R Package

Description

Calculates the relative efficency between estimators for finite samples sizes. The investigation involves making comparisons over families of distributions, as well as a selection of sample sizes.

Usage

aresimcn(n = 0, nsims = 1, eps = 0, vc = 1)

Arguments

n	Size of generated samples
nsims	Number of simulations
eps	Proportion of contamination
vc	Standard deviation of contaminated component

Details

An illustration of this function can be found in Section 10.3.4 on page 596. This example uses samples of size 30 and runs 10,000 simulations.

Value

aresimcn is an estimate of relative efficency.

References

Hogg, R., McKean, J., Craig, A. (2018) Introduction to Mathematical Statistics, 8th Ed. Boston: Pearson.

See Also

mses() for calculating mean square error and rcn() for generating random contaminated normal deviates.

Examples

aresimcn(30, 1000, 0.25, 3)
aresimcn(30, 100, 0.20, 25)

austinragotzy/mathstat documentation built on May 13, 2019, 11:30 a.m.