Re: need a robust estimator for the following situation
- From: "David Jones" <dajxxx@xxxxxxxxx>
- Date: Thu, 25 Jan 2007 16:33:46 -0000
bahoo wrote:
Hi,and
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
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
You could try doing something based on Tukey's ideas of "exploratory
data analysis". In particular, you might try the running median of 3's
idea to remove isolated outliers.
David Jones
.
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