A robust estimator is one that:
A) is unbiased and symmetrical about zero.
B) is consistent and is also mound-shaped.
C) is efficient and less spread out.
D) is not sensitive to moderate departure from the assumption of normality in the population.

Question

Quizplus · Accepted Answer

A robust estimator is one that is not sensitive to moderate departure from the assumption of normality in the population. Options A, B, and C describe desirable properties of estimators, but they do not necessarily make the estimator robust.

A Robust Estimator Is One That