# Questions tagged [trimmed-mean]

A k-trimmed mean is a mean where the largest and smallest k% of the observations are removed before the mean is calculated.

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### use and misuse of Winsorization

I am doing research on Winsorization (and trimming), which has been broadly applied in many fields, but I think many researchers didn't do it in a "rigorous" way. Or maybe even worse, they misuse it. ...
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### Given independence, is the median of a product equal to the product of the medians?

Question: Assume $X$ and $Y$ are independent random variables. Is $Median(XY) = Median(X) \cdot Median(Y)$? If so, how would one prove this? If not, what conditions would be sufficient for this ...
371 views

### Combining similarity scores

I have a list of m x n similarity score matrix, something like ...
788 views

### Mean has lower standard error than 5% trimmed mean?

I'm investigating using a trimmed mean to measure the location of various distributions. The distributions sometimes are heavily contaminated and sometimes not. Usually they follow something similar ...
210 views

### Do methods based on trimmed means require homoscedasticity?

I understand (from Wilcox' book ) that methods using the trimmed means are robust to distributional assumptions. Do the methods (e.g. bwtrim, from the ...
657 views

### Examining the relative efficiency of the trimmed mean

Using the following reference A survey of sampling from contaminated distributions, I am trying to investigate the relative efficiency (RE) for the mean vs the trimmed mean, given the following ...
530 views

### For what distribution is a trimmed mean the maximum likelihood estimator?

The sample mean is the maximum likelihood estimator of $\mu$ for a normal distribution $\text{Normal}(\mu,\sigma)$. The sample median is the maximum likelihood estimator of $m$ for a Laplace ...
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### How to interpret output from least trimmed squares estimate and compare it to OLS?

I have to compute and compare the least squares method on a model to the least trimmed method. The LS model results were: ...
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### Is it allowed to use a 5% trimmed mean for analyzing data from a creativity task (quantity of ideas)?

For my research I conducted a creativity test and measured the quantity of ideas subjects had. Some people are extreme outliers as they have a lot of ideas or only 1 or 2 ideas. Intuitively I wanted ...
617 views

### Measure of central tendency for an ex-gaussian distribution

I know there won't be a clear answer to that question but I'm really curious to know your opinion on that matter. I deal with reaction times, and finding a good measure of central tendency is ...