Description Usage Arguments Details Value References See Also Examples
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.
1 | aresimcn(n = 0, nsims = 1, eps = 0, vc = 1)
|
n |
Size of generated samples |
nsims |
Number of simulations |
eps |
Proportion of contamination |
vc |
Standard deviation of contaminated component |
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.
aresimcn
is an estimate of relative efficency.
Hogg, R., McKean, J., Craig, A. (2018) Introduction to Mathematical Statistics, 8th Ed. Boston: Pearson.
mses() for calculating mean square error and rcn() for generating random contaminated normal deviates.
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