Repeat the previous exercise, only this time compute the biweight midvariance, the 20% Winsori zed variance, and the percentage bend midvariance. Comment on the resistance of these three measures of...

Repeat the previous exercise, only this time compute the biweight midvariance, the 20% Winsori zed variance, and the percentage bend midvariance. Comment on the resistance of these three measures of scale.

Set X_i
= i, i = 1, ... , 20, and compute the Harrell–Davis estimate of the median. Repeat this, but with X₂₀
equal to 1000 and then 100,000. When X₂₀
= 100,000, would you expect xˆ.5 or the Harrell–Davis estimator to have the smaller standard error? Verify your answer.