Tuesday, August 28, 2012

Tuesday: Turns out that skewness isn't as helpful as I'd hoped

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.

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