Re: need a robust estimator for the following situation
- From: David Winsemius <doe_snot@xxxxxxxxxxx>
- Date: Thu, 25 Jan 2007 16:44:16 -0600
"da" <dawenliu@xxxxxxxxx> wrote in
news:1169752551.681085.160910@xxxxxxxxxxxxxxxxxxxxxxxxxxxx:
On Jan 25, 11:43 am, Scott Seidman <namdiestt...@xxxxxxxxxxxxxx>
wrote:
"bahoo" <b83503...@xxxxxxxxx> wrote in news:1169737604.076324.280120
@k78g2000cwa.googlegroups.com:
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.
Maybe a running median filter??
But the problem with the running median filter is, I don't have prior
knowledge of the "width" of the high bump. In other words, I need a
robust estimator for both its location and its scale.
The usual non-parametric candidates for location and scale would be the
median and the inter-quartile range. Assuming you presented this
distribution as a density, then:
1
2
1
5 <-25%ile
6
4 <-median
6
1
2 <-75%ile
1
6
1
--
David Winsemius
.
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- From: bahoo
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- From: Scott Seidman
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