An X% trimmed mean means?

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Rand Wilcox in Fundamentals Of Statistical Methods, 1st. edition, gives a formula which says that for a 20% trimmed mean, you would trim away 20% of one end of the ranked data, and 20% of the other end, making 40% trimmed away in total.



But spreadsheets such as the Calc of LibreOffice5, would for a 20% trimmed mean only trim away 10% from one end and another 10% from the other end, making 20% trimmed away in total.



Which one is right?



The author also writes that a 20% trimmed mean is best for mixture distributions. Is this correct?






trimmed-mean







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  • There can't be a universal prescription (use 20%!) for mixture distributions any more than there is for any other kind of data. Choice of trimming fraction is a dark art in which how much contamination or fraction of wild(er) observations you expect should be considered with how much protection you need. Trimming is insurance against being badly off because of wild values, but sometimes the wild values are genuine too. If in doubt, explore the sensitivity of results to trimming fraction.
    – Nick Cox
    13 mins ago










  • See stats.stackexchange.com/questions/117950/… for one device.
    – Nick Cox
    12 mins ago
















up vote
1
down vote

favorite












Rand Wilcox in Fundamentals Of Statistical Methods, 1st. edition, gives a formula which says that for a 20% trimmed mean, you would trim away 20% of one end of the ranked data, and 20% of the other end, making 40% trimmed away in total.



But spreadsheets such as the Calc of LibreOffice5, would for a 20% trimmed mean only trim away 10% from one end and another 10% from the other end, making 20% trimmed away in total.



Which one is right?



The author also writes that a 20% trimmed mean is best for mixture distributions. Is this correct?






trimmed-mean







share|cite|improve this question





















  • There can't be a universal prescription (use 20%!) for mixture distributions any more than there is for any other kind of data. Choice of trimming fraction is a dark art in which how much contamination or fraction of wild(er) observations you expect should be considered with how much protection you need. Trimming is insurance against being badly off because of wild values, but sometimes the wild values are genuine too. If in doubt, explore the sensitivity of results to trimming fraction.
    – Nick Cox
    13 mins ago










  • See stats.stackexchange.com/questions/117950/… for one device.
    – Nick Cox
    12 mins ago












up vote
1
down vote

favorite









up vote
1
down vote

favorite











Rand Wilcox in Fundamentals Of Statistical Methods, 1st. edition, gives a formula which says that for a 20% trimmed mean, you would trim away 20% of one end of the ranked data, and 20% of the other end, making 40% trimmed away in total.



But spreadsheets such as the Calc of LibreOffice5, would for a 20% trimmed mean only trim away 10% from one end and another 10% from the other end, making 20% trimmed away in total.



Which one is right?



The author also writes that a 20% trimmed mean is best for mixture distributions. Is this correct?






trimmed-mean







share|cite|improve this question













Rand Wilcox in Fundamentals Of Statistical Methods, 1st. edition, gives a formula which says that for a 20% trimmed mean, you would trim away 20% of one end of the ranked data, and 20% of the other end, making 40% trimmed away in total.



But spreadsheets such as the Calc of LibreOffice5, would for a 20% trimmed mean only trim away 10% from one end and another 10% from the other end, making 20% trimmed away in total.



Which one is right?



The author also writes that a 20% trimmed mean is best for mixture distributions. Is this correct?






trimmed-mean




trimmed-mean






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asked 50 mins ago









HumbleOrange

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694











  • There can't be a universal prescription (use 20%!) for mixture distributions any more than there is for any other kind of data. Choice of trimming fraction is a dark art in which how much contamination or fraction of wild(er) observations you expect should be considered with how much protection you need. Trimming is insurance against being badly off because of wild values, but sometimes the wild values are genuine too. If in doubt, explore the sensitivity of results to trimming fraction.
    – Nick Cox
    13 mins ago










  • See stats.stackexchange.com/questions/117950/… for one device.
    – Nick Cox
    12 mins ago
















  • There can't be a universal prescription (use 20%!) for mixture distributions any more than there is for any other kind of data. Choice of trimming fraction is a dark art in which how much contamination or fraction of wild(er) observations you expect should be considered with how much protection you need. Trimming is insurance against being badly off because of wild values, but sometimes the wild values are genuine too. If in doubt, explore the sensitivity of results to trimming fraction.
    – Nick Cox
    13 mins ago










  • See stats.stackexchange.com/questions/117950/… for one device.
    – Nick Cox
    12 mins ago















There can't be a universal prescription (use 20%!) for mixture distributions any more than there is for any other kind of data. Choice of trimming fraction is a dark art in which how much contamination or fraction of wild(er) observations you expect should be considered with how much protection you need. Trimming is insurance against being badly off because of wild values, but sometimes the wild values are genuine too. If in doubt, explore the sensitivity of results to trimming fraction.
– Nick Cox
13 mins ago




There can't be a universal prescription (use 20%!) for mixture distributions any more than there is for any other kind of data. Choice of trimming fraction is a dark art in which how much contamination or fraction of wild(er) observations you expect should be considered with how much protection you need. Trimming is insurance against being badly off because of wild values, but sometimes the wild values are genuine too. If in doubt, explore the sensitivity of results to trimming fraction.
– Nick Cox
13 mins ago












See stats.stackexchange.com/questions/117950/… for one device.
– Nick Cox
12 mins ago




See stats.stackexchange.com/questions/117950/… for one device.
– Nick Cox
12 mins ago










1 Answer
1






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3
down vote













Neither is "right" or "wrong"; it's just that usage is not universal. However, I've seen Wilcox's definition used more than the other. Wikipedia agrees with him, as do several other sites I browsed to, and so do SAS, and R.






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    (+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
    – Nick Cox
    17 mins ago










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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes








up vote
3
down vote













Neither is "right" or "wrong"; it's just that usage is not universal. However, I've seen Wilcox's definition used more than the other. Wikipedia agrees with him, as do several other sites I browsed to, and so do SAS, and R.






share|cite|improve this answer


















  • 1




    (+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
    – Nick Cox
    17 mins ago














up vote
3
down vote













Neither is "right" or "wrong"; it's just that usage is not universal. However, I've seen Wilcox's definition used more than the other. Wikipedia agrees with him, as do several other sites I browsed to, and so do SAS, and R.






share|cite|improve this answer


















  • 1




    (+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
    – Nick Cox
    17 mins ago












up vote
3
down vote










up vote
3
down vote









Neither is "right" or "wrong"; it's just that usage is not universal. However, I've seen Wilcox's definition used more than the other. Wikipedia agrees with him, as do several other sites I browsed to, and so do SAS, and R.






share|cite|improve this answer














Neither is "right" or "wrong"; it's just that usage is not universal. However, I've seen Wilcox's definition used more than the other. Wikipedia agrees with him, as do several other sites I browsed to, and so do SAS, and R.







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited 18 mins ago









Nick Cox

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answered 27 mins ago









Peter Flom♦

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72.2k11103196







  • 1




    (+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
    – Nick Cox
    17 mins ago












  • 1




    (+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
    – Nick Cox
    17 mins ago







1




1




(+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
– Nick Cox
17 mins ago




(+1) I agree with this. I'll add that there are situations where trimming in one tail only is entirely reasonable. In that case the terminology would, or should, agree.
– Nick Cox
17 mins ago

















 

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