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Annex C Robust Analysis: (Normative)

This document describes Algorithm A, a method for calculating robust averages and standard deviations of data. It involves sorting the data, calculating initial median-based values for the average and standard deviation, then iteratively updating those values by modifying outlying data points until the values converge.

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163 views1 page

Annex C Robust Analysis: (Normative)

This document describes Algorithm A, a method for calculating robust averages and standard deviations of data. It involves sorting the data, calculating initial median-based values for the average and standard deviation, then iteratively updating those values by modifying outlying data points until the values converge.

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tomychalil
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ISO 13528:2005(E)

Annex C
(normative)

Robust analysis

C.1 Robust analysis: Algorithm A


This algorithm yields robust values of the average and standard deviation of the data to which it is applied.

NOTE 1 Algorithms A and S given in this annex are reproduced from ISO 5725-5.

NOTE 2 Robustness is a property of the estimation algorithm, not of the estimates it produces, so it is not strictly
correct to call the averages and standard deviations calculated by such an algorithm robust. However, to avoid the use of
excessively cumbersome terminology, the terms “robust average” and “robust standard deviation” should be understood in
this International Standard to mean estimates of the population mean or of the population standard deviation calculated
using a robust algorithm.

Denote the p items of data, sorted into increasing order, by:

x1, x2, ..., xi, ..., xp

Denote the robust average and robust standard deviation of these data by x* and s*.

Calculate initial values for x* and s* as:

x* = median of xi (i = 1, 2, ..., p) (C.1)

s* = 1,483 median of x i − x * (i = 1, 2, ..., p) (C.2)

Update the values of x* and s* as follows. Calculate:

δ = 1,5s* (C.3)

For each xi (i = 1, 2, ..., p), calculate:

x * − δ , if x i < x * − δ 
 
x i* = x * + δ , if x i > x * + δ  (C.4)
x , otherwise 
 i

Calculate the new values of x* and s* from:

x* = ∑ x i* p (C.5)

∑ ( x i* − x * ) ( p
2
s * = 1,134 − 1) (C.6)

where the summation is over i.

The robust estimates x* and s* may be derived by an iterative calculation, i.e. by updating the values of x* and
s* several times using the modified data, until the process converges. Convergence may be assumed when
there is no change from one iteration to the next in the third significant figure of the robust standard deviation
and of the equivalent figure in the robust average. This is a simple method to program on a computer.

64 © ISO 2005 – All rights reserved

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