A robust estimator is one that is:
A)unbiased and symmetrical about zero.
B)consistent and is also mound-shaped.
C)efficient and less spread out.
D)not sensitive to moderate nonnormality.

Question

Quizplus · Accepted Answer

A robust estimator is one that is not sensitive to moderate nonnormality, meaning it can still provide accurate estimates even if the underlying data is not perfectly normally distributed. While the other answer choices describe desirable properties for estimators, they do not necessarily mean that the estimator is robust.

A Robust Estimator Is One That Is