| 释义 |
Trimmed Mean
A method of averaging that removes a small percentage of the largest and smallest values before calculating the mean. After removing the specified observations, the trimmed mean is found using an arithmetic averaging formula. Investopedia Says:
The trimmed mean looks to reduce the effects of outliers on the calculated average. This method is best suited for data with large, erratic deviations or extremely skewed distributions. A trimmed mean is stated as a mean trimmed by X%, where X is the sum of the percentage of observations removed from both the upper and lower bounds.
For example, a figure skating competition produces the following scores: 6.0, 8.1, 8.3, 9.1, 9.9. A mean trimmed 40% would equal 8.5 ( (8.1+8.3+9.1)/3 ), which is larger than the arithmetic mean of 8.28. To trim the mean by 40%, we remove the lowest 20% and highest 20% of values, eliminating the scores of 6.0 and 9.1. As shown by this example, trimming the mean can reduce the effects of outlier bias in a sample. Related Terms:
Arithmetic Mean
Geometric Mean
Harmonic Average
Mean
Skewness
Standard Deviation
Weighted Average
Winsorized Mean |