Abstract

This lecture overviews Robust Statistics that has many applications in Data Analytics and Digital Signal Processing and Analysis. It covers the following topics in detail: Outliers. Measures of Robustness: Sensitivity Curve (SC), The Influence Function, Breaking Point. Robust Estimators: L – Estimators, M – Estimators, S – Estimators.

Data outliers.

The influence Function of Mean and Median.

Robust-Statistics-v2.5-Summary