Trimmed estimator

Trimmed estimator

Given a estimator, a trimmed estimator is obtained by excluding some of the extreme values. This is generally done to obtain a more robust statistic: the extreme values are considered outliers.

Given an estimator, the n% trimmed version is obtained by discarding the n% lowest and highest observations: it is a statistic on the "middle" of the data. For instance, the 5% trimmed mean is obtained by taking the mean of the 5% to 95% range.

Quantiles can be thought of as trimmed maximums or minimums: for instance, the 5th percentile is the 5% trimmed minimum.

ee also

* Winsorising, a related technique

Examples

* Trimmed mean
* Interquartile mean, the 25% trimmed mean
* Interquartile range, the 25% trimmed range
* Midhinge, the 25% trimmed mid-range


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