Re: need a robust estimator for the following situation

"da" <dawenliu@xxxxxxxxx> wrote in news:1169752551.681085.160910
@m58g2000cwm.googlegroups.com:

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.

ThanksMaybe a running median filter??

--
Scott
Reverse name to reply

Thanks for the suggestions.

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.


In this case, perhaps wavelets would be of some use. The problem with
wavelets, in my experience, is knowing which decimation is going to be
useful to you, but they are all there and available.


--
Scott
Reverse name to reply
.

Relevant Pages

  • Re: need a robust estimator for the following situation
    ... and scale of the bump? ... But the problem with the running median filter is, ... robust estimator for both its location and its scale. ...
    (sci.stat.math)
  • Re: Right rear wheel locked up?
    ... Just went out to move my car and the right rear wheel is totally locked ... Happens in forward & reverse. ... When I try to move it feels like I'm running over a big bump. ... My guess would be - seized caliper. ...
    (alt.autos.toyota)
  • Re: need a robust estimator for the following situation
    ... variance is not a good idea, since it is influenced by the anomaly a ... I know the bump is actually not really a Gaussian. ... robust estimator for both its location and its scale. ...
    (sci.stat.math)
  • Re: need a robust estimator for the following situation
    ... What kind of robust estimator sould I use to return the location and ... scale of the bump? ... assuming a Gaussian distribution and computing the mean and ... I know the bump is actually not really a Gaussian. ...
    (sci.stat.math)
  • need a robust estimator for the following situation
    ... What kind of robust estimator sould I use to return the location and ... scale of the bump? ... assuming a Gaussian distribution and computing the mean and ... I know the bump is actually not really a Gaussian. ...
    (sci.stat.math)