Statistics
TrimmedMean
compute the trimmed mean
WinsorizedMean
compute the Winsorized mean
Calling Sequence
Parameters
Description
Computation
Options
Examples
References
Compatibility
TrimmedMean(A, l, u, options)
WinsorizedMean(A, l, u, options)
A
-
data set or Matrix data set
l
numeric; lower percentile
u
numeric; upper percentile
options
(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
The TrimmedMean function computes the mean of points in the dataset data between the lth and uth percentiles.
The WinsorizedMean function computes the winsorized mean of the specified data set.
The first parameter can be a data set (given as e.g. a Vector) or a Matrix data set.
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.
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.
For more information about computation in the Statistics package, see the Statistics[Computation] help page.
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.
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 may return undefined. If ignore=true all missing items in A will be ignored. The default value is false.
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 1.
with⁡Statistics:
Generate a random sample of size 100000 drawn from the Beta distribution and compute the sample trimmed mean.
A≔Sample⁡Β⁡3,5,105:
TrimmedMean⁡A,5,95
0.370778654310778
WinsorizedMean⁡A,5,95
0.373017971242823
Compute the trimmed mean of a weighted data set.
V≔seq⁡i,i=57..77,undefined:
W≔2,4,14,41,83,169,394,669,990,1223,1329,1230,1063,646,392,202,79,32,16,5,2,5:
TrimmedMean⁡V,5,95,weights=W
67.0243176820592
TrimmedMean⁡V,5,95,weights=W,ignore=true
67.0217433508057
Consider the following Matrix data set.
M≔Matrix⁡3,1130,114694,4,1527,127368,3,907,88464,2,878,96484,4,995,128007
M≔31130114694415271273683907884642878964844995128007
We compute the 25 percent trimmed mean of each of the columns.
TrimmedMean⁡M,25,75
3.333333333333331010.66666666667112848.666666667
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
The A parameter was updated in Maple 16.
See Also
Statistics[Computation]
Statistics[DescriptiveStatistics]
Statistics[Distributions]
Statistics[ExpectedValue]
Statistics[RandomVariables]
Statistics[StandardError]
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