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Median of Means Estimator

In this mini-project I experimented with various mean estimators. Specifically, I compared the arithmetic mean with the Median of Means estimator. This estimator splits the data sample in k blocks of m observations, computes the mean of each block and finally outputs the median of all block-means.

You can find the complete from scratch implementation of all estimators and the respective experiments in MoM.py.

Also I summarized my insights in this blog post.

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An experiment to compare the performance of Arithmetic Mean and Median of Means estimator on different populations.

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