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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 votes
5 answers
35k views

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 …
Brian's user avatar
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16 votes

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 …
Brian's user avatar
  • 641