Difference between revisions of "Analyze data with the Statistics software R"
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* radius-minimax estimator: green (optimally robust; cf. Rieder et al. (2008))<br /><br /> | * radius-minimax estimator: green (optimally robust; cf. Rieder et al. (2008))<br /><br /> | ||
By changing the y-position of the four movable points you should recognize the instability (non-robustness) of mean and standard deviation in contrast to the robust estimates; e.g., move one of the four movable points to the top of the plot.<br /><br /> | By changing the y-position of the four movable points you should recognize the instability (non-robustness) of mean and standard deviation in contrast to the robust estimates; e.g., move one of the four movable points to the top of the plot.<br /><br /> | ||
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===Online results:=== | ===Online results:=== | ||
+ | <html><script type="text/javascript" src="http://jsxgraph.uni-bayreuth.de/distrib/prototype.js"></script></html> | ||
<pre id='output'>Statistics:<br></pre> | <pre id='output'>Statistics:<br></pre> | ||
− | < | + | <jsxgraph width="700" height="400"> |
− | + | brd = JXG.JSXGraph.initBoard('jxgbox', {boundingbox: [-0.15, 60, 11.15, -20],axis:true}); | |
− | brd = JXG.JSXGraph.initBoard('jxgbox', { | ||
brd.suspendUpdate(); | brd.suspendUpdate(); | ||
var graph1,graph2,graph3,graph4,graph5,graph6,graph7,graph8,graph9; | var graph1,graph2,graph3,graph4,graph5,graph6,graph7,graph8,graph9; | ||
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=== The underlying source code === | === The underlying source code === |
Revision as of 10:11, 7 June 2011
Contents
Normal Location and Scale
This litte application sends the y-coordinates of the points which are normal distributed (pseudo-)random numbers to the server.
There, location and scale of the sample are estimated using the Statistics software R.
The return values are plotted and displayed.
The computed estimates are:
- mean, standard deviation: red (non-robust!)
- median and MAD: black (most-robust!)
- radius-minimax estimator: green (optimally robust; cf. Rieder et al. (2008))
By changing the y-position of the four movable points you should recognize the instability (non-robustness) of mean and standard deviation in contrast to the robust estimates; e.g., move one of the four movable points to the top of the plot.
Online results:
Statistics:<br>
The underlying source code
The underlying JavaScript and PHP code
The R script can be downloaded here.
References
- The Costs of not Knowing the Radius, Helmut Rieder, Matthias Kohl and Peter Ruckdeschel, Statistical Methods and Application 2008 Feb; 17(1): p.13-40; cf. also [1] for an extended version.
- Robust Asymptotic Statistics, Helmut Rieder, Springer, 1994.
- Numerical Contributions to the Asymptotic Theory of Robustness, Matthias Kohl, PhD-Thesis, University of Bayreuth, 2005; cf. also [2].