On choosing an optimally trimmed mean

Kishan Mehrotra, Paul Jackson, Anton Schick

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


In this paper we revisit the problem of choosing an optimally trimmed mean. This problem was originally addressed by Jaeckel (1971). We propose alternatives to Jaeckel's estimator and its modifications discussed in Andrews et al. (1972). Jaeckel's procedure chooses the optimal trimming by minimizing an estimate of the asymptotic variance of the trimmed mean. We use the bootstrap procedure to choose the optimal trimming. A simulation study shows that our procedure compares favorably with Jaeckel's procedure. We also discuss modification of our procedure to the two sample setting.

Original languageEnglish (US)
Pages (from-to)73-80
Number of pages8
JournalCommunications in Statistics - Simulation and Computation
Issue number1
StatePublished - Jan 1 1991


  • Trimmed mean
  • bootstrap
  • optimal trimming

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation


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