5 ms·
Is "some cases" closer to 1% or 50+%? That paper is behind a paywall.
How does it do on normal and other common distributions?
Is "some cases" closer to 1% or 50+%? That paper is behind a paywall.
How does it do on normal and other common distributions?
https://arxiv.org/abs/1907.11391 https://arxiv.org/abs/1907.11391
it's pretty much the same thing
It seems obvious that for symmetrical distributions, like the normal, winsorizing does not change the mean.
but it can converge faster to the mean with the sample size...
Was looking for an answer for other common distributions, or a one-line summary of the paper.