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- We see very clearly that the arithmetic mean is hopeless for
broad distributions.
- The median and Andrews methods are very good in these cases with
the Andrews being better in Gaussian case (
only 4% more than
best estimate) but less robust in other examples.
- Note that all the methods except the arithmetic mean
require all the
being in memory so that we can order them.
- So the computer complexity is much higher for the robust
estimates.
- The book of Andrews gives computer programs for all the robust
estimators.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu