Consider a mixture model:
f(x) = 1 2 [φ(x) + ℓ(x)], x ∈ R,
where φ is the standard normal density and ℓ(.) is the Laplace density ( 1 2 e −|x| ). For a sample of n observations from f(x − θ), which of the estimators: mean or median, would you prefer on the ground of robustness and/or asymptotic variance?
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