Robust Statistics - Examples

Examples

  • The median is a robust measure of central tendency, while the mean is not; for instance, the median has a breakdown point of 50%, while the mean has a breakdown point of 0% (a single large sample can throw it off).
  • The median absolute deviation and interquartile range are robust measures of statistical dispersion, while the standard deviation and range are not.

Trimmed estimators and Winsorised estimators are general methods to make statistics more robust. L-estimators are a general class of simple statistics, often robust, while M-estimators are a general class of robust statistics, and are now the preferred solution, though they can be quite involved to calculate.

Read more about this topic:  Robust Statistics

Famous quotes containing the word examples:

    No rules exist, and examples are simply life-savers answering the appeals of rules making vain attempts to exist.
    André Breton (1896–1966)

    In the examples that I here bring in of what I have [read], heard, done or said, I have refrained from daring to alter even the smallest and most indifferent circumstances. My conscience falsifies not an iota; for my knowledge I cannot answer.
    Michel de Montaigne (1533–1592)

    Histories are more full of examples of the fidelity of dogs than of friends.
    Alexander Pope (1688–1744)