Question

If an estimator is said to be not seriously affected by the violation of assumptions. What type of estimator is it?

Explain in full detail!

Answer 1

If an estimator is said to be not seriously affected by the violation of assumptions, estimator is considered robust against that assumption.

Explanation:

Confidence Interval methods are robust against departures from normality if either

(i) the sample is greaer than 30,

(ii) the population is normally distributed or

(iii) the departure from normality is not too extreme.

The above statement implies that Confidence Interval methods work well with the distributions that are not normal distribution provided any one of the conditions (i), (ii), (iii) listed above are satisfied.