My thought was that based on the assumption that an underlying distribution is symmetric (so, Gaussian distributed; or, Poissonian distributed with N large, such that it's effectively Gaussian distributed), you can use the measure of skewness to reweight the samples into a symmetric form, and by doing so, downweight outliers.
It still might work, but it's not clear that it's going to do what I want. Part of the problem is that extreme outliers push the skewness above 1.0, which means the reweighting starts to fall apart. I suspect that this means I need to measure the skew, determine if it suggests multimodality, remove outliers, redo the skew, and then reweight. Unfortunately, this starts to get to the point where I start to think that it's mathematically unjustifiable.
|
Thanks for the vote of confidence, Peebles. |
|
Wait...squirrels don't eat hot dogs. No, this is all wrong. |
No comments:
Post a Comment