| Summary: | 博士 === 國立政治大學 === 統計學系 === 87 === In this article, we will study a robust scale estimator for location-scale distributions with Type II doubly censored data. Its standard error will be derived analytically. Determining censoring numbers under controlling the standard error is studied. For asymmetric distributions, an estimator of the shape parameter of the Weibull distribution will be discussed. Equivalently, we will study the estimator of the scale parameter of Extreme Value distribution. For symmetric distributions, the standard errors of trimmed mean and Winsorized mean will be studied. Some analytical expressions for the means, variances, and covariances of order statistics are derived for our estimators. In the cases of the standard Extreme Value distribution and the standard normal distribution are also discussed.
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