Fast Computation of Trimmed Means

被引：0
|
作者：
Beliakov, Gleb [1 ]
机构：
[1] Deakin Univ, Sch Informat Technol, Burwood, Vic 3125, Australia
来源：
JOURNAL OF STATISTICAL SOFTWARE | 2011年 / 39卷 / CS2期
关键词：
trimmed mean; Winsorized mean; order statistics; sorting;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We present two methods of calculating trimmed means without sorting the data in O(n) time. The existing method implemented in major statistical packages relies on sorting, which takes O (n log n) time. The proposed algorithm is based on the quickselect algorithm for calculating order statistics with O(n) expected running time. It is an order of magnitude faster than the existing method for large data sets.
引用
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页数：6
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