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...


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?



May 23, 2022
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