need a robust estimator for the following situation
- From: "bahoo" <b83503104@xxxxxxxxx>
- Date: 25 Jan 2007 07:06:44 -0800
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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