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Trimmed mean

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Robust statistics
2026-09-28  0 By others on same topic  0 Discussions Create my own version
The α-trimmed mean deletes the smallest and largest ⌊αn⌋ observations and averages the rest. Its population functional is
T(F)=1−2α1​∫α1−α​F−1(s)ds.
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    • Influence function of a trimmed mean Trimmed mean

Influence function of a trimmed mean

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Trimmed mean
At a differentiable distribution symmetric about zero, put k=−F−1(α). The influence function of the α-trimmed mean is
IF(x;T,F)=1−2αmax(−k,min(x,k))​.
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  • Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 223 / 2 / a / Solution

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