An Edgeworth Curiosum
Stigler, Stephen M.
Ann. Statist., Tome 8 (1980) no. 1, p. 931-934 / Harvested from Project Euclid
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Taking the sample mean of a set of measurements need not be uniformly advantageous, even when $n = 2$ and all moments are finite. The examples presented include one given by Edgeworth in 1883.
Publié le : 1980-07-14
Classification:  62-02,  Divergence,  Edgeworth,  sample mean,  median,  Pareto distribution,  Hodges-Lehmann estimator,  robustness,  62G35 
@article{1176345085,
     author = {Stigler, Stephen M.},
     title = {An Edgeworth Curiosum},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 931-934},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345085}
}

Stigler, Stephen M. An Edgeworth Curiosum. Ann. Statist., Tome 8 (1980) no. 1, pp.  931-934. http://gdmltest.u-ga.fr/item/1176345085/