Class LogNormalLogMADEstimator

  • All Implemented Interfaces:
    DistributionEstimator<LogNormalDistribution>, LogMADDistributionEstimator<LogNormalDistribution>

    @Reference(authors="F. R. Hampel",
               title="The Influence Curve and Its Role in Robust Estimation",
               booktitle="Journal of the American Statistical Association, June 1974, Vol. 69, No. 346",
               url="https://doi.org/10.2307/2285666",
               bibkey="doi:10.2307/2285666")
    public class LogNormalLogMADEstimator
    extends java.lang.Object
    implements LogMADDistributionEstimator<LogNormalDistribution>
    Estimator using Medians. More robust to outliers, and just slightly more expensive (needs to copy the data for partial sorting to find the median).

    References:

    F. R. Hampel
    The Influence Curve and Its Role in Robust Estimation
    Journal of the American Statistical Association, June 1974, Vol. 69, No. 346

    P. J. Rousseeuw, C. Croux
    Alternatives to the Median Absolute Deviation
    Journal of the American Statistical Association, December 1993, Vol. 88, No. 424, Theory and Methods

    Since:
    0.6.0
    Author:
    Erich Schubert