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L-estimators are often much more robust than maximally efficient conventional methods – the median is maximally statistically resistant, having a 50% breakdown point, and the X% trimmed mid-range has an X% breakdown point, while the sample mean (which is maximally efficient) is minimally robust, breaking down for a single outlier.
Figure 2. Box-plot with whiskers from minimum to maximum Figure 3. Same box-plot with whiskers drawn within the 1.5 IQR value. A boxplot is a standardized way of displaying the dataset based on the five-number summary: the minimum, the maximum, the sample median, and the first and third quartiles.
Box-and-whisker plot with four mild outliers and one extreme outlier. In this chart, outliers are defined as mild above Q3 + 1.5 IQR and extreme above Q3 + 3 IQR. The interquartile range is often used to find outliers in data. Outliers here are defined as observations that fall below Q1 − 1.5 IQR or above Q3 + 1.5 IQR.
A bagplot, or starburst plot, [1] [2] is a method in robust statistics for visualizing two-or three-dimensional statistical data, analogous to the one-dimensional box plot. Introduced in 1999 by Rousseuw et al., the bagplot allows one to visualize the location, spread, skewness , and outliers of a data set.
Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant.
[1] [2] An outlier may be due to a variability in the measurement, an indication of novel data, or it may be the result of experimental error; the latter are sometimes excluded from the data set. [ 3 ] [ 4 ] An outlier can be an indication of exciting possibility, but can also cause serious problems in statistical analyses.
The middle three values – the lower quartile, median, and upper quartile – are the usual statistics from the five-number summary and are the standard values for the box in a box plot. The two unusual percentiles at either end are used because the locations of all seven values will be approximately equally spaced if the data is normally ...
In the classical boxplot, the box itself represents the middle 50% of the data. Since the data ordering in the contour boxplot is from the center outwards, the 50% central region is defined by the band delimited by the 50% of deepest, or the most central observations.