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' IIOutlinee.
# l Z s c o r e v i a robust s t a t i s t i c s
# 2 Bayesian perspective
# l Z s c o r e v i a robust s t a t i s t i c s
Z
z=¥¥Y#
He,I f z > 3 , w e regard
×
i t a s a n outlier.
But, this method could be unstable.
|CA# t r u e observation i 6,27, 6.34, 6,25, 6,31, 6.28
mistake observation: 6,27, 6,34, 6.25, 63, I , 6.28
-
( l
Non robust s t a t i s t i c s c a n n o t detect outliers'
i n the c a s e of s m a l l samples."
Actuall, m e a n ( x ) =
T I L X = 17.65
Std ( X ) =
2 5 . 4 1
Z = -
0 . 4 5 , - 0 . 4 5 , - 0 . 4 5 , # - 0 , 4 5
W e w i l l modify this conventional s t a t i s t i c s
with robust s t a t i s t i c s .
m e a n → median
S td → median absolute deviation (MAD)
median (X)
6. 2 5 I 6.27 E # E b. 3 4 E 63,10
stable e s t i m a t o r
M A D (X) =
1.48 med: ahl X i - m e d i a n 1411
=
0 , 0 4 4 (true Std i s
0.035)
stable e s t i m a t o r
Robust z s c o r e
-
0 . 2 2 E 1,35 E - O . 6 7 E / 2 7 7, 5 E O, O
Discussion a n d Conclusion
* I n the c a s e of small dataset, normal s t a t i s t i c s
i s affected by outliers to o heavily.
* The influence could be asseseid by the
influence analysis.
Ref, M i a hubert, et.cl. 2017.
# 2 Bayesian perspective
t a t t e r . 45¥'T¥¥.fi#fiEiEHILf.. Stage 2 n A ' ' v e
E.th k £ 4 . . . i n ¥.it#finIttFaIEiEHnT.aeti's.
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PCII.fi#4E/f'EtET's't't)
9 9 % 0.1%
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= I n = L
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0.1%4994 99.9% ×
0.1%
(P(¥±ft¥t±) =
0.1%533.)
¥.tt#atn3eg.gy.
P = - =
9,016%
1. 098%
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=
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# ¥ t.TT#a3FiFEEEth, 0.3%17.17
M2"E¥#
P P i . P H # P oP( Y i )
= )I Bayese update↳
→
Planewyaj.pl#l0Po
P(newYi)
i ' t h ' ' EL'¥G h t t , Iri'LEE'¥44,8'" -44. F''- '7¥42#'
' I ¥7232
¥EiEE¥* a 4 ¥ 4 2 - - ¥ 1 9 '
'Ref. k¥2,Fife'¥Eif¥t4¥ I t
Co h c l n s i o n
B T ' t 2 " E-¥fi te c ' l Eat i n " . F i * I n Fife'¥5''
4 2 ¥ t 3.
A TEFiFEEL't ' I n Ea u EE.In i.FEEt . T '42" EL#h s 'iff'IA.
A F K h ta 3 F'' -
'7 t i if I ' I I 'Est's ¥'t#GET 5¥
o r YET'¥'t'Ite I F E u n 3.
RUTILEA社内勉強会第3回 「意外な統計」

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RUTILEA社内勉強会第3回 「意外な統計」

  • 2. ' IIOutlinee. # l Z s c o r e v i a robust s t a t i s t i c s # 2 Bayesian perspective
  • 3. # l Z s c o r e v i a robust s t a t i s t i c s Z z=¥¥Y# He,I f z > 3 , w e regard × i t a s a n outlier. But, this method could be unstable. |CA# t r u e observation i 6,27, 6.34, 6,25, 6,31, 6.28 mistake observation: 6,27, 6,34, 6.25, 63, I , 6.28 -
  • 4. ( l Non robust s t a t i s t i c s c a n n o t detect outliers' i n the c a s e of s m a l l samples." Actuall, m e a n ( x ) = T I L X = 17.65 Std ( X ) = 2 5 . 4 1 Z = - 0 . 4 5 , - 0 . 4 5 , - 0 . 4 5 , # - 0 , 4 5 W e w i l l modify this conventional s t a t i s t i c s with robust s t a t i s t i c s . m e a n → median S td → median absolute deviation (MAD)
  • 5. median (X) 6. 2 5 I 6.27 E # E b. 3 4 E 63,10 stable e s t i m a t o r M A D (X) = 1.48 med: ahl X i - m e d i a n 1411 = 0 , 0 4 4 (true Std i s 0.035) stable e s t i m a t o r Robust z s c o r e - 0 . 2 2 E 1,35 E - O . 6 7 E / 2 7 7, 5 E O, O
  • 6. Discussion a n d Conclusion * I n the c a s e of small dataset, normal s t a t i s t i c s i s affected by outliers to o heavily. * The influence could be asseseid by the influence analysis. Ref, M i a hubert, et.cl. 2017.
  • 7. # 2 Bayesian perspective t a t t e r . 45¥'T¥¥.fi#fiEiEHILf.. Stage 2 n A ' ' v e E.th k £ 4 . . . i n ¥.it#finIttFaIEiEHnT.aeti's. 71"'. I ' -43k$'" X":b#A.Effi I k 3 prob, = 99 % 71"i t " t ' s " H D " A" : 2 ¥ . . e ¥ k # At k a prob.: 9 9 % 2 -'it. tat's t i t h e " K c i n a FIFE¥42" X " i z " c-2;D'.
  • 8. PCII.fi#4E/f'EtET's't't) 9 9 % 0.1% PEET'¥4± HE.EE#st4fPCtnEtEeB4IlEfEstI)PCEaf'¥-41) = I n = L PGHEF.IM#tI) PCA:.AE#EE4E)tP(A:it2u,fEtEf'EHI) 0.1%4994 99.9% × 0.1% (P(¥±ft¥t±) = 0.1%533.) ¥.tt#atn3eg.gy. P = - = 9,016% 1. 098% YE.f.fyge.nl?l?
  • 9. 7.tt#AaFEtEnh5I- TEeiIiaETFieII'Its Tn.'F¥¥ 99% a.i÷÷÷±÷ ÷÷÷÷÷÷÷÷ ÷÷.".IE?::EEimiaT3 p i ¥ % , g = n 9 . 9 -I x 99 t - 9 9 . 9 × 3 0 = § = 0 . 3 % THE'En.:#oil %.ae#Ektinu2.tiEZniHaFEiA'EtEuE. # ¥ t.TT#a3FiFEEEth, 0.3%17.17
  • 10. M2"E¥# P P i . P H # P oP( Y i ) = )I Bayese update↳ → Planewyaj.pl#l0Po P(newYi) i ' t h ' ' EL'¥G h t t , Iri'LEE'¥44,8'" -44. F''- '7¥42#' ' I ¥7232 ¥EiEE¥* a 4 ¥ 4 2 - - ¥ 1 9 ' 'Ref. k¥2,Fife'¥Eif¥t4¥ I t
  • 11. Co h c l n s i o n B T ' t 2 " E-¥fi te c ' l Eat i n " . F i * I n Fife'¥5'' 4 2 ¥ t 3. A TEFiFEEL't ' I n Ea u EE.In i.FEEt . T '42" EL#h s 'iff'IA. A F K h ta 3 F'' - '7 t i if I ' I I 'Est's ¥'t#GET 5¥ o r YET'¥'t'Ite I F E u n 3.