Then the trimmed mean is defined as:
and the Winsorized mean is defined as:
g07ddc then calculates the Winsorized variance about the trimmed and Winsorized means respectively and divides by
to obtain estimates of the variances of the above two means.
-
1:
– Integer
Input
-
On entry: the number of observations, .
Constraint:
.
-
2:
– const double
Input
-
On entry: the sample observations, , for .
-
3:
– double
Input
-
On entry: the proportion of observations to be trimmed at each end of the sorted sample, .
Constraint:
.
-
4:
– double *
Output
-
On exit: the -trimmed mean, .
-
5:
– double *
Output
-
On exit: the -Winsorized mean, .
-
6:
– double *
Output
-
On exit: contains an estimate of the variance of the trimmed mean.
-
7:
– double *
Output
-
On exit: contains an estimate of the variance of the Winsorized mean.
-
8:
– Integer *
Output
-
On exit: contains the number of observations trimmed at each end, .
-
9:
– double
Output
-
On exit: contains the sample observations sorted into ascending order.
-
10:
– NagError *
Input/Output
-
The NAG error argument (see
Section 7 in the Introduction to the NAG Library CL Interface).
Background information to multithreading can be found in the
Multithreading documentation.