WinsorizedVariance

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

WinsorizedVariance[list,{f1,f2}] gives the variance when the fraction f1 of the smallest elements and the fraction f2 of the largest elements are replaced by the remaining extreme values.

WinsorizedVariance[list] gives the 5% winsorized variance WinsorizedVariance[list,0.05].

WinsorizedVariance[dist,…] gives the winsorized variance of a univariate distribution dist.

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