IS 16716 : 2018 Robust Estimation for Location and Scale Parameters

ICS 03.120.30

MSD 03

1. SCOPE

In this standard, robust method of estimation of location and scale parameter has been described. Some criteria for measuring ‘Robustness’ have also been discussed. Among robust estimation procedures, M-estimation has been described in detail. A numerical example of Mestimation is provided. Two other robust estimators, namely, ‘Trimmed Mean’ and ‘Winsorized Mean’ are also described. M-estimator, Inter-quartile range, Median Absolute Deviation (MAD) and Gini’s Mean Difference are the robust scale estimators that are discussed in this document.