[SciPy-Dev] On robust mean estimators

[Touqir Sajed]

Talking about robust mean estimators, there is the trimmed mean estimator
in scipy which unfortunately can be biased if the distribution is not
symmetric. The median of the means estimator can be more robust and at the
same time be unbiased. Should the median of the means estimator be added to
scipy? The idea is to separate the whole sample set into small sized
minibatches of size k and then outputting the median of their(k
minibatches) mean values.

-- 
Computing Science Master's student at University of Alberta, Canada,
specializing in Machine Learning. Website :
https://ca.linkedin.com/in/touqir-sajed-6a95b1126
<https://ml-trckr.com/link/https%3A%2F%2Fca.linkedin.com%2Fin%2Ftouqir-sajed-6a95b1126/dknu2zaWa0uMOzz1hwqZ>
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