FIGURE 4.

Four possible methods of iteration in the calculation of the biweight and associated scale from a sample $\underset{˜}{\mathrm{X}}=({\mathrm{X}}_1,\dots ,{\mathrm{X}}_{\text{n}})$ of n observations.

For purposes of notational clarity, the following notation is used:

T = biweight location estimate

s = MAD scale estimate (equation 7)

s* = biweight scale estimate (equation 8)

and the subscript on each refers to the iteration at which the estimate is calculated.