Pawel Flajszer Slip-boxNotebooksWorkAbout
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Robust outlier detection requires robustness on both location and dispersion layers

Given that Outliers mask themselves under ±2σ detection because they inflate the σ, and the fact that Any outlier detection equation consists of location and dispersion layer, I also noticed that for any data containing outliers, both layers must be made of a robust measure.

  • ±2σ outlier detection: not robust on both layers - mean, then subsequent steps on already inflated values
  • Median + MAD: Median, then Median again - robust on both counts

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