Difference between revisions of "Outliers"
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(Created page with " Suppose you have two observations, $y_1 =70$ and $y_2 = 100$, where $y_i = \mu + \epsilon$ with which to estimate the value of $\mu$, with $\epsilon_1 \tilde N(0,10)$ and $...") |
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| − | + | Suppose you have two observations, $y_1 =70$ and $y_2 = 100$, where $y_i = \mu + \epsilon$ with which to estimate the value of $\mu$, with $\epsilon_1 \tilde N(0,10)$ and | |
$\epsilon_2\tilde \{(.5, -40), (.5, +40)\}$. What should our estimate $\hat{\mu}$ be? | $\epsilon_2\tilde \{(.5, -40), (.5, +40)\}$. What should our estimate $\hat{\mu}$ be? | ||
| − | + | This would make a good note. American Mathematical Monthly. Get a loss function-- probably any convex loss function is OK, but start with quadratic. The answer must be something like 104. The point is: don't discard outliers, but think about what htey mean. | |
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| + | I need to get the Math extension to work in Mediawiki. I have it in localsettings, so i just need it to update. | ||
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Latest revision as of 09:40, 25 May 2021
Suppose you have two observations, $y_1 =70$ and $y_2 = 100$, where $y_i = \mu + \epsilon$ with which to estimate the value of $\mu$, with $\epsilon_1 \tilde N(0,10)$ and $\epsilon_2\tilde \{(.5, -40), (.5, +40)\}$. What should our estimate $\hat{\mu}$ be?
This would make a good note. American Mathematical Monthly. Get a loss function-- probably any convex loss function is OK, but start with quadratic. The answer must be something like 104. The point is: don't discard outliers, but think about what htey mean.
I need to get the Math extension to work in Mediawiki. I have it in localsettings, so i just need it to update.
