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A k-trimmed mean is a mean where the largest and smallest k% of the observations are removed before the mean is calculated.
38
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5
answers
35k
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What are the relative merits of Winsorizing vs. Trimming data?
Winsorizing data means to replace the extreme values of a data set with a certain percentile value from each end, while Trimming or Truncating involves removing those extreme values.
I always see bo …
16
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What are the relative merits of Winsorizing vs. Trimming data?
In a different, but related question on trimming that I just stumbled across, one answer had the following helpful insight into why one might use either winsorizing or trimming:
If you take the tr …