Winsorized Mean Calculator

About this calculator

The winsorized mean, named after statistician Charles Winsor, tames the effect of extreme values in a data set without discarding any of them: a chosen percentage of the most extreme values at each tail is replaced with the nearest value still inside the kept range, and only then is the ordinary mean calculated on this adjusted data set.

This sets it apart from a trimmed mean, which removes extreme values entirely rather than replacing them. Winsorizing keeps the original sample size intact while still reducing the influence that a handful of outliers or measurement errors would otherwise have on the average. It's used in robust statistics whenever analysts want a measure of central tendency that's less sensitive to outliers than the plain mean but still uses every data point, such as in survey data cleaning, sports statistics, and financial return analysis.

Enter a data set and a tail percentage, and this calculator replaces the extreme values at each end before computing the winsorized mean.