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Robust Statistics

A robust statistic is a statistic that is resistant to errors in the results caused by outliers or other small departures from model assumptions. For example, the median is resistant to outliers while the mean can be heavily swayed by outliers. Thus the median is a robust measure of center. Similarly the interquartile range is a robust measure of spread and the standard deviation is not.

-- ErinEsp - 23 May 2010

Topic revision: r2 - 24 May 2010 - 12:13:59 - ErinEsp

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