Words: Winsorized mean
Part of speech: n
Definition: a statistical measure of central tendency, much like the mean and median, that involves the calculation of the mean after replacing given parts of a probability distribution or sample at the high and low end with the most extreme remaining values.
Example: The main results include a necessary and sufficient condition for asymptotic normality of the Winsorized mean under the assumption that rn->∞, sn->∞, rnn−1->0, snn−1->0 and F is convex at infinity.