need a robust estimator for the following situation



Hi,

my 1 dimensional data (simplified) looks like this:

1 2 1 5 6 4 6 1 2 1 6 1

There is a high bump ("5 6 4 6"), and on its left and right are flat
plateu ("1 2 1" and "1 2 1 6 1"). The "6" in the "1 2 1 6 1" is an
anomaly.

What kind of robust estimator sould I use to return the location and
scale of the bump?

Obviously, assuming a Gaussian distribution and computing the mean and
variance is not a good idea, since it is influenced by the anomaly a
lot. Besides, I know the bump is actually not really a Gaussian.

Thanks

.



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