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Additional
trimmed estimator
English Wikipedia - The Free Encyclopedia
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Trimmed estimator
In
statistics
, a
trimmed estimator
is an
estimator
derived from another estimator by excluding some of the
extreme values
, a process called
truncation
. This is generally done to obtain a more
robust statistic
, and the extreme values are considered
outliers
. Trimmed estimators also often have higher
efficiency
for
mixture distributions
and
heavy-tailed distributions
than the corresponding untrimmed estimator, at the cost of lower efficiency for other distributions, such as the
normal distribution
.
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