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WinsorizedMean

WinsorizedMean[list, f] gives the mean of the elements in list after replacing the fraction f of the smallest and largest elements by the remaining extreme values.

  • WinsorizedMean[list, {f1, f2}] gives the mean when the fraction f1 of the smallest elements and the fraction f2 of the largest elements are replaced.
  • WinsorizedMean[list] gives the 5% winsorized mean WinsorizedMean[list, 0.05].
  • WinsorizedMean[dist, ...] gives the winsorized mean of a univariate distribution dist.

Examples

WinsorizedMean[{1, 2, 3, 4, 100}, 0.2]
WinsorizedMean[{1, 2, 3, 4, 5, 6, 7, 8, 9, 100}]

Please visit the official Wolfram Language Reference for more details.

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