Probability & Statistical Inference · Descriptive Statistics & EDA

Descriptive Statistics: Exploratory Data Analysis and Robust Approach

Public introduction · full guide in Eikos

Introduction

What this guide covers

An analytical treatise on the deconstruction of classical parametric assumptions, modeling of robust estimators, infinitesimal influence theory and contemporary methods of statistical diagnosis.

Overview

Topics covered

  • Introduction
  • Philosophy and Fundamentals of Exploratory Data Analysis (EDA)
  • Classical Central Tendency Statistics and their Break
  • Trimmed Means
  • Winsorized Means (Winsorized Means)
  • Classical Dispersion Measures and Robust Indicators

Related concepts

Main connections

  • Mean & expected value
  • Outliers & influence diagnostics
  • Median & robust location
  • Skewness & kurtosis
  • Variance & standard deviation
  • Quantiles & percentiles

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

F(x)=(1−ϵ)G(x)+ϵH(x)
View LaTeX sourceF(x) = (1 - \epsilon)G(x) + \epsilon H(x)