التفاصيل البيبلوغرافية
| العنوان: |
Geometric median and its application in the identification of multiple outliers. |
| المؤلفون: |
Das, Keya Rani, Imon, A.H.M. Rahmatullah |
| المصدر: |
Journal of Applied Statistics; Apr2014, Vol. 41 Issue 4, p817-831, 15p, 10 Charts, 6 Graphs |
| مصطلحات موضوعية: |
GEOMETRIC measure theory, OUTLIERS (Statistics), ARITHMETIC, DATA analysis, MEDIAN (Mathematics) |
| مستخلص: |
Geometric mean (GM) is having growing and wider applications in statistical data analysis as a measure of central tendency. It is generally believed that GM is less sensitive to outliers than the arithmetic mean (AM) but we suspect likewise the AM the GM may also suffer a huge set back in the presence of outliers, especially when multiple outliers occur in a data. So far as we know, not much work has been done on the robustness issue of GM. In quest of a simple robust measure of central tendency, we propose the geometric median (GMed) in this paper. We show that the classical GM has only 0% breakdown point while it is 50% for the proposed GMed. Numerical examples also support our claim that the proposed GMed is unaffected in the presence of multiple outliers and can maintain the highest possible 50% breakdown. Later we develop a new method for the identification of multiple outliers based on this proposed GMed. A variety of numerical examples show that the proposed method can successfully identify all potential outliers while the traditional GM fails to do so. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
Complementary Index |
