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Feb 19th in class

  1. You observe random variables X_1,...,X_n ~ F and you want to estimate the mean.
  2. You know Pr(X_i labeled an outlier and removed | X_i).
  3. What is E[\bar{X} | X_i, outliers removed]?
  4. Use the myOutliers function to calculate the outliers for different distributions (try normal, cauchy, f to start).
  5. How does the mean change for different distributions/sample sizes? Do you notice any patterns?
  6. [Bonus points/take home] Can you think of a method for theoretically correcting for outliers if you didn't see those values?