[R] estimation problem
Kehl Dániel
kehld at ktk.pte.hu
Thu May 3 15:08:00 CEST 2012
Dear List-members,
I have a problem where I have to estimate a mean, or a sum of a
population but for some reason it contains a huge amount of zeros.
I cannot give real data but I constructed a toy example as follows
N1 <- 100000
N2 <- 3000
x1 <- rep(0,N1)
x2 <- rnorm(N2,300,100)
x <- c(x1,x2)
n <- 1000
x_sample <- sample(x,n,replace=FALSE)
I want to estimate the sum of x based on x_sample (not knowing N1 and N2
but their sum (N) only).
The sample mean has a huge standard deviation I am looking for a better
estimator.
I was thinking about trimmed (or "left trimmed" as my numbers are all
positive) means or something similar,
but if I calculate trimmed mean I do not know N2 to multiply with.
Do you have any idea or could you give me some insight?
Thanks a lot:
Daniel
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