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Winsorization

Winsorization‚Äč

Winsorization is a common technique for removing noise in experiment results, specifically from outliers.

Winsorization refers to the practice of measuring the percentile Px of a metric and setting all values over Px to Px. At Statsig, the default percentile for winsorization is 99.9%. This reduces the influence of extreme outliers caused by factors such as logging errors or bad actors.