Hodges–Lehmann estimator
Hodges–Lehmann estimator - brief summary
In statistics, the Hodges–Lehmann estimator is a robust and nonparametric estimator of a population's location parameter. For populations that are symmetric about one median, such as the (Gaussian) normal distribution or the Student t-distribution, the Hodges–Lehmann estimator is a consistent and median-unbiased estimate of the population median. For non-symmetric populations, the Hodges–Lehmann estimator estimates the pseudo–median, which is closely related to the population median.
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Contributors: Prab R. Tumpati, MD
