Trimean

The trimean is defined to be

where  are the hinges and  is the statistical median. Press et al. (1992) call this Tukey's trimean. It is an L-estimate.

REFERENCES:

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, p. 694, 1992.

Tukey, J. W. Exploratory Data Analysis. Reading, MA: Addison-Wesley, pp. 46-47, 1977.