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One of the problems I currently have is with a model and a sparse phase space of experimental measurements and how to determine the accuracy of the model for the entire phase space. One the problems here is that the usual mean based statistics we all know is not very good and I need a much more robust measure of the central tendency of the data. So, I started looking into median based statistics. Has anyone done any work using a Root Median Squared Error?

And can anyone point me towards some good texts on robust statistical analysis? Especially one dumbed down for a theoretical physicist (ie. someone without much (any?) formal statistics training).

Thanks.