Workshop on Robust Methods in Econometrics and Statistics

Robust Statistics / Estimation (Robustness) & Breakdown Point

Research Methods: Official Statistics

Definition of robust

A MATLAB Toolbox for Robust Statistics: Use in Policy Research

Robust Statistics and the Median4 points possible (graded)In this problem, you will see how some estimators are more resilient to corruptions or mistakes in the data than others. Suchestimators are referred to as robust.Researchers in a lab observe the following data set{0.5, 1.8, -2.3, 0.86, 0.32}.In reality, these numbers are generated from the standard normal distribution N(0, 1), but as in most statistical problems,this distribution is unknown to the researchers. Their goal is to estimate th