Winsorization

From HandWiki
Revision as of 08:05, 6 October 2019 by imported>Jworkorg (import)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)


A procedure similar to trimming but instead of throwing away the n extreme values, the n extreme values are replaced by the two remaining extreme values. That is, the extreme values are moved toward the centre of the distribution. This technique is sensitive to the number of outliers, but not to their actual values.