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Winsorized mean
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Winsorized mean : ウィキペディア英語版
Winsorized mean

A Winsorized mean is a Winsorized statistical measure of central tendency, much like the mean and median, and even more similar to the truncated mean. It involves the calculation of the mean after replacing given parts of a probability distribution or sample at the high and low end with the most extreme remaining values,〔Dodge, Y (2003) ''The Oxford Dictionary of Statistical Terms'', OUP. ISBN 0-19-920613-9 (entry for "Winsorized estimation")〕 typically doing so for an equal amount of both extremes; often 10 to 25 percent of the ends are replaced.
==Advantages==

The Winsorized mean is a useful estimator because it is less sensitive to outliers than the mean but will still give a reasonable estimate of central tendency or mean for almost all statistical models. In this regard it is referred to as a robust estimator.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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