Statistics[TrimmedMean] - compute the trimmed mean
Statistics[WinsorizedMean] - compute the Winsorized mean
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Calling Sequence
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TrimmedMean(A, l, u, options)
WinsorizedMean(A, l, u, options)
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Parameters
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A
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Array or Matrix data set; data sample
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l
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numeric; lower percentile
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u
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numeric; upper percentile
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options
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(optional) equation(s) of the form option=value where option is one of ignore, or weights; specify options for computing the trimmed mean of a data set
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Description
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The TrimmedMean function computes the mean of points in the dataset data between the lth and uth percentiles.
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The WinsorizedMean function computes the winsorized mean of the specified data set.
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The first parameter can be a data set (represented as a Vector or a Matrix data set).
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The second parameter l is the lower percentile, the third parameter u is the upper percentile. Note, that both l and u must be numeric constants between 0 and 100. A common choice is to trim 5% of the points in both the lower and upper tails.
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Computation
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All computations involving data are performed in floating-point; therefore, all data provided must have type realcons and all returned solutions are floating-point, even if the problem is specified with exact values.
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Options
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The options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[DescriptiveStatistics] help page.
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ignore=truefalse -- This option controls how missing data is handled by the TrimmedMean command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the TrimmedMean command will return undefined. If ignore=true all missing items in A will be ignored. The default value is false.
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weights=Vector -- Data weights. The number of elements in the weights array must be equal to the number of elements in the original data sample. By default all elements in A are assigned weight .
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Compatibility
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The A parameter was updated in Maple 16.
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Examples
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Generate a random sample of size 100000 drawn from the Beta distribution and compute the sample trimmed mean.
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Compute the trimmed mean of a weighted data set.
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Consider the following Matrix data set.
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We compute the 25 percent trimmed mean of each of the columns.
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References
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Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
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Download Help Document
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