 Winsorized mean

A winsorized mean is a winsorized statistical measure of central tendency, much like the mean and median, and even more similar to the truncated mean.It involves the calculation of the mean after winsorizing -- replacing given parts of a probability distribution or sample at the high and low end with the most extreme remaining values, typically doing so for an equal amount of both extremes; often 10 to 25 percent of the ends are replaced.