Pawel Flajszer Slip-boxNotebooksWorkAbout
written
rests on
0
cited by
4

Avoiding outlier magnitudes makes the measure robust

Any measure that includes outliers in its calculation (like the mean) is vulnerable to exploding in value. Some measures avoid using outlier magnitudes altogether and can be divided into types:

  • Rank-based: ex. median
  • Trimming: ex. trimmed mean
  • Weighting: ex. weighted mean (only where weights are defined such that they reduce the influence of outlier magnitude)
  • Frequency-based: ex mode

Cited by