Abstract
In the field of statistics, linear combinations of order statistics, also known as L-statistics, have been widely used for the estimation of the mean of a population, which is equivalent to considering Ordered Weighted Averaging (OWA) operators over simple random samples. If previous data are available or the distribution of the deviation from the mean is known, it is possible to compute optimal OWA weights that minimize the Mean Squared Error of the estimation. However, the optimal weights can only be used for a specific sample size, while in real Statistics the number of values that must be aggregated may change. In order to overcome this limitation, this contribution proposes a method based on the use of the recently defined Extreme Value Reductions (EVRs) to fit the cumulative optimal OWA weights and then use these EVRs to compute new weights for a different sample size. In addition, theoretical and simulated results are provided to show that, if sample sizes that are similar to the original one are considered, the weights generated by using EVRs are also similar to the optimal ones.
This research has been partially supported by the Spanish Ministry of Science and Technology (TIN-2017-87600-P and PGC2018-098623-B-I00), the Spanish Ministry of Economy and Competitiveness (PGC2018-099402-B-I00) and by the Spanish Ministry of Universities (FPU2019/01203).
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Baz, J., García-Zamora, D., Díaz, I., Montes, S., Martínez, L. (2022). Flexible-Dimensional EVR-OWA as Mean Estimator for Symmetric Distributions. In: Ciucci, D., et al. Information Processing and Management of Uncertainty in Knowledge-Based Systems. IPMU 2022. Communications in Computer and Information Science, vol 1601. Springer, Cham. https://doi.org/10.1007/978-3-031-08971-8_2
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