Hodges-Lehmann ratio estimator vs. Bhattacharyya's scale ratio estimator

1 · Andrey Akinshin · Dec. 26, 2023, 2:33 p.m.
Previously, I discussed an idea of a ratio estimator based on the Hodges-Lehmann estimator. This idea looks so simple and natural that I was sure that it must have already been proposed and studied. However, when I started to search for it, it turned out that it was not as easy as I expected. Moreover, some papers attribute this idea to Bhattacharyya, which is not accurate. In this post, we discuss the difference between these two approaches....

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Andrey Akinshin

Rider developer at JetBrains, BenchmarkDotNet maintainer, Scientist, .NET MVP, PhD