Robust statistics provide an alternative approach
to classical statistical estimators
such as mean, standard deviation (SD), and percent
coefficient of variation
(%CV). These alternative procedures are more
resistant to the statistical
influences of outlying events in a sample
population-hence the term "robust."
Real data sets often contain gross outliers, and it
is impractical to systematically
attempt to remove all outliers by gating procedures
or other rule sets.
The robust equivalent of the mean statistic is the
median. The robust SD is
designated rSD and the percent robust CV is
designated %rCV. For perfectly
normal distributions, classical and robust statistics give the
same results.
Saleh Khudirat, PhD