Logo
Unionpedia
Communication
Get it on Google Play
New! Download Unionpedia on your Android™ device!
Free
Faster access than browser!
 

Robust statistics

Index Robust statistics

Robust statistics are statistics with good performance for data drawn from a wide range of probability distributions, especially for distributions that are not normal. [1]

66 relations: Ancillary statistic, Annals of Statistics, Antarctica, Arithmetic mean, Bias (statistics), Bootstrapping (statistics), Brian D. Ripley, Central limit theorem, Central tendency, Data set, Efficiency (statistics), Estimator, Fisher consistency, Gâteaux derivative, Huber loss, Imputation (statistics), Independent and identically distributed random variables, Interquartile range, Journal of the American Statistical Association, Kalman filter, L-estimator, Linear regression, Lipschitz continuity, Location parameter, M-estimator, Masreliez's theorem, Maximum likelihood estimation, Median, Median absolute deviation, Missing data, Mixture distribution, Mixture model, Normal distribution, Numerical Recipes, One-sided limit, Outlier, Ozone depletion, Parameter space, Parametric statistics, Pivotal quantity, Probability distribution, Q–Q plot, R (programming language), Range (statistics), Regression analysis, Robust confidence intervals, Robust regression, Sampling distribution, Scale parameter, Simon Newcomb, ..., Simple linear regression, Speed of light, Standard deviation, State-space representation, Statistic, Statistical assumption, Statistical dispersion, Statistics, Student's t-distribution, Student's t-test, Test statistic, The American Statistician, Trimmed estimator, Truncated mean, Unit-weighted regression, Winsorizing. Expand index (16 more) »

Ancillary statistic

In statistics, an ancillary statistic is a statistic whose sampling distribution does not depend on the parameters of the model.

New!!: Robust statistics and Ancillary statistic · See more »

Annals of Statistics

The Annals of Statistics is a peer-reviewed statistics journal published by the Institute of Mathematical Statistics.

New!!: Robust statistics and Annals of Statistics · See more »

Antarctica

Antarctica is Earth's southernmost continent.

New!!: Robust statistics and Antarctica · See more »

Arithmetic mean

In mathematics and statistics, the arithmetic mean (stress on third syllable of "arithmetic"), or simply the mean or average when the context is clear, is the sum of a collection of numbers divided by the number of numbers in the collection.

New!!: Robust statistics and Arithmetic mean · See more »

Bias (statistics)

Statistical bias is a feature of a statistical technique or of its results whereby the expected value of the results differs from the true underlying quantitative parameter being estimated.

New!!: Robust statistics and Bias (statistics) · See more »

Bootstrapping (statistics)

In statistics, bootstrapping is any test or metric that relies on random sampling with replacement.

New!!: Robust statistics and Bootstrapping (statistics) · See more »

Brian D. Ripley

Brian David Ripley FRSE (born 29 April 1952) is a British statistician.

New!!: Robust statistics and Brian D. Ripley · See more »

Central limit theorem

In probability theory, the central limit theorem (CLT) establishes that, in some situations, when independent random variables are added, their properly normalized sum tends toward a normal distribution (informally a "bell curve") even if the original variables themselves are not normally distributed.

New!!: Robust statistics and Central limit theorem · See more »

Central tendency

In statistics, a central tendency (or measure of central tendency) is a central or typical value for a probability distribution.

New!!: Robust statistics and Central tendency · See more »

Data set

A data set (or dataset) is a collection of data.

New!!: Robust statistics and Data set · See more »

Efficiency (statistics)

In the comparison of various statistical procedures, efficiency is a measure of quality of an estimator, of an experimental design, or of a hypothesis testing procedure.

New!!: Robust statistics and Efficiency (statistics) · See more »

Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished.

New!!: Robust statistics and Estimator · See more »

Fisher consistency

In statistics, Fisher consistency, named after Ronald Fisher, is a desirable property of an estimator asserting that if the estimator were calculated using the entire population rather than a sample, the true value of the estimated parameter would be obtained.

New!!: Robust statistics and Fisher consistency · See more »

Gâteaux derivative

In mathematics, the Gâteaux differential or Gâteaux derivative is a generalization of the concept of directional derivative in differential calculus.

New!!: Robust statistics and Gâteaux derivative · See more »

Huber loss

In statistics, the Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss.

New!!: Robust statistics and Huber loss · See more »

Imputation (statistics)

In statistics, imputation is the process of replacing missing data with substituted values.

New!!: Robust statistics and Imputation (statistics) · See more »

Independent and identically distributed random variables

In probability theory and statistics, a sequence or other collection of random variables is independent and identically distributed (i.i.d. or iid or IID) if each random variable has the same probability distribution as the others and all are mutually independent.

New!!: Robust statistics and Independent and identically distributed random variables · See more »

Interquartile range

In descriptive statistics, the interquartile range (IQR), also called the midspread or middle 50%, or technically H-spread, is a measure of statistical dispersion, being equal to the difference between 75th and 25th percentiles, or between upper and lower quartiles, IQR.

New!!: Robust statistics and Interquartile range · See more »

Journal of the American Statistical Association

The Journal of the American Statistical Association (JASA) is the primary journal published by the American Statistical Association, the main professional body for statisticians in the United States.

New!!: Robust statistics and Journal of the American Statistical Association · See more »

Kalman filter

Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe.

New!!: Robust statistics and Kalman filter · See more »

L-estimator

In statistics, an L-estimator is an estimator which is an L-statistic – a linear combination of order statistics of the measurements.

New!!: Robust statistics and L-estimator · See more »

Linear regression

In statistics, linear regression is a linear approach to modelling the relationship between a scalar response (or dependent variable) and one or more explanatory variables (or independent variables).

New!!: Robust statistics and Linear regression · See more »

Lipschitz continuity

In mathematical analysis, Lipschitz continuity, named after Rudolf Lipschitz, is a strong form of uniform continuity for functions.

New!!: Robust statistics and Lipschitz continuity · See more »

Location parameter

In statistics, a location family is a class of probability distributions that is parametrized by a scalar- or vector-valued parameter x_0, which determines the "location" or shift of the distribution.

New!!: Robust statistics and Location parameter · See more »

M-estimator

In statistics, M-estimators are a broad class of estimators, which are obtained as the minima of sums of functions of the data.

New!!: Robust statistics and M-estimator · See more »

Masreliez's theorem

Masreliez theorem describes a recursive algorithm within the technology of extended Kalman filter, named after the Swedish-American physicist John Masreliez, who is its author.

New!!: Robust statistics and Masreliez's theorem · See more »

Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model, given observations.

New!!: Robust statistics and Maximum likelihood estimation · See more »

Median

The median is the value separating the higher half of a data sample, a population, or a probability distribution, from the lower half.

New!!: Robust statistics and Median · See more »

Median absolute deviation

In statistics, the median absolute deviation (MAD) is a robust measure of the variability of a univariate sample of quantitative data.

New!!: Robust statistics and Median absolute deviation · See more »

Missing data

In statistics, missing data, or missing values, occur when no data value is stored for the variable in an observation.

New!!: Robust statistics and Missing data · See more »

Mixture distribution

In probability and statistics, a mixture distribution is the probability distribution of a random variable that is derived from a collection of other random variables as follows: first, a random variable is selected by chance from the collection according to given probabilities of selection, and then the value of the selected random variable is realized.

New!!: Robust statistics and Mixture distribution · See more »

Mixture model

In statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual observation belongs.

New!!: Robust statistics and Mixture model · See more »

Normal distribution

In probability theory, the normal (or Gaussian or Gauss or Laplace–Gauss) distribution is a very common continuous probability distribution.

New!!: Robust statistics and Normal distribution · See more »

Numerical Recipes

Numerical Recipes is the generic title of a series of books on algorithms and numerical analysis by William H. Press, Saul A. Teukolsky, William T. Vetterling and Brian P. Flannery.

New!!: Robust statistics and Numerical Recipes · See more »

One-sided limit

In calculus, a one-sided limit is either of the two limits of a function f(x) of a real variable x as x approaches a specified point either from below or from above.

New!!: Robust statistics and One-sided limit · See more »

Outlier

In statistics, an outlier is an observation point that is distant from other observations.

New!!: Robust statistics and Outlier · See more »

Ozone depletion

Ozone depletion describes two related events observed since the late 1970s: a steady lowering of about four percent in the total amount of ozone in Earth's atmosphere(the ozone layer), and a much larger springtime decrease in stratospheric ozone around Earth's polar regions.

New!!: Robust statistics and Ozone depletion · See more »

Parameter space

In science, a parameter space is the set of all possible combinations of values for all the different parameters contained in a particular mathematical model.

New!!: Robust statistics and Parameter space · See more »

Parametric statistics

Parametric statistics is a branch of statistics which assumes that sample data comes from a population that follows a probability distribution based on a fixed set of parameters.

New!!: Robust statistics and Parametric statistics · See more »

Pivotal quantity

In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters such that the function's probability distribution does not depend on the unknown parameters (including nuisance parameters).

New!!: Robust statistics and Pivotal quantity · See more »

Probability distribution

In probability theory and statistics, a probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.

New!!: Robust statistics and Probability distribution · See more »

Q–Q plot

In statistics, a Q–Q (quantile-quantile) plot is a probability plot, which is a graphical method for comparing two probability distributions by plotting their quantiles against each other.

New!!: Robust statistics and Q–Q plot · See more »

R (programming language)

R is a programming language and free software environment for statistical computing and graphics that is supported by the R Foundation for Statistical Computing.

New!!: Robust statistics and R (programming language) · See more »

Range (statistics)

In statistics, the range of a set of data is the difference between the largest and smallest values.

New!!: Robust statistics and Range (statistics) · See more »

Regression analysis

In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships among variables.

New!!: Robust statistics and Regression analysis · See more »

Robust confidence intervals

In statistics a robust confidence interval is a robust modification of confidence intervals, meaning that one modifies the non-robust calculations of the confidence interval so that they are not badly affected by outlying or aberrant observations in a data-set.

New!!: Robust statistics and Robust confidence intervals · See more »

Robust regression

In robust statistics, robust regression is a form of regression analysis designed to overcome some limitations of traditional parametric and non-parametric methods.

New!!: Robust statistics and Robust regression · See more »

Sampling distribution

In statistics, a sampling distribution or finite-sample distribution is the probability distribution of a given random-sample-based statistic.

New!!: Robust statistics and Sampling distribution · See more »

Scale parameter

In probability theory and statistics, a scale parameter is a special kind of numerical parameter of a parametric family of probability distributions.

New!!: Robust statistics and Scale parameter · See more »

Simon Newcomb

Simon Newcomb (March 12, 1835 – July 11, 1909) was a Canadian–American astronomer, applied mathematician and autodidactic polymath, who was Professor of Mathematics in the U.S. Navy and at Johns Hopkins.

New!!: Robust statistics and Simon Newcomb · See more »

Simple linear regression

In statistics, simple linear regression is a linear regression model with a single explanatory variable.

New!!: Robust statistics and Simple linear regression · See more »

Speed of light

The speed of light in vacuum, commonly denoted, is a universal physical constant important in many areas of physics.

New!!: Robust statistics and Speed of light · See more »

Standard deviation

In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.

New!!: Robust statistics and Standard deviation · See more »

State-space representation

In control engineering, a state-space representation is a mathematical model of a physical system as a set of input, output and state variables related by first-order differential equations or difference equations.

New!!: Robust statistics and State-space representation · See more »

Statistic

A statistic (singular) or sample statistic is a single measure of some attribute of a sample (e.g. its arithmetic mean value).

New!!: Robust statistics and Statistic · See more »

Statistical assumption

Statistics, like all mathematical disciplines, does not infer valid conclusions from nothing.

New!!: Robust statistics and Statistical assumption · See more »

Statistical dispersion

In statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed.

New!!: Robust statistics and Statistical dispersion · See more »

Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

New!!: Robust statistics and Statistics · See more »

Student's t-distribution

In probability and statistics, Student's t-distribution (or simply the t-distribution) is any member of a family of continuous probability distributions that arises when estimating the mean of a normally distributed population in situations where the sample size is small and population standard deviation is unknown.

New!!: Robust statistics and Student's t-distribution · See more »

Student's t-test

The t-test is any statistical hypothesis test in which the test statistic follows a Student's ''t''-distribution under the null hypothesis.

New!!: Robust statistics and Student's t-test · See more »

Test statistic

A test statistic is a statistic (a quantity derived from the sample) used in statistical hypothesis testing.

New!!: Robust statistics and Test statistic · See more »

The American Statistician

The American Statistician is a quarterly peer-reviewed scientific journal covering statistics published by Taylor & Francis on behalf of the American Statistical Association.

New!!: Robust statistics and The American Statistician · See more »

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.

New!!: Robust statistics and Trimmed estimator · See more »

Truncated mean

A truncated mean or trimmed mean is a statistical measure of central tendency, much like the mean and median.

New!!: Robust statistics and Truncated mean · See more »

Unit-weighted regression

In statistics, unit-weighted regression is a simplified and robust version (Wainer & Thissen, 1976) of multiple regression analysis where only the intercept term is estimated.

New!!: Robust statistics and Unit-weighted regression · See more »

Winsorizing

Winsorizing or winsorization is the transformation of statistics by limiting extreme values in the statistical data to reduce the effect of possibly spurious outliers.

New!!: Robust statistics and Winsorizing · See more »

Redirects here:

Breakdown point, Empirical influence function, Influence function (statistics), Resistant statistic, Robust data analysis, Robust estimator, Robust statistic, Statistically resistant.

References

[1] https://en.wikipedia.org/wiki/Robust_statistics

OutgoingIncoming
Hey! We are on Facebook now! »