Get MAD with Outliers with an Improved Median Function

1 · Anthony Lloyd · Oct. 20, 2016, 11 p.m.
Summary
This post presents a more robust method of detecting outliers in sample data than commonly used. The method is based on the median and an optimised F# median function is developed. Background Researchers most commonly use standard deviation around the mean to detect outliers. This is a problem because the mean and standard deviation give greater weight to extreme data points. The mean is the point that minimises the sum of the square deviations, whereas the median is the point that minimises the...