Note on the robustification of the Student t-test statistic using the median and the median absolute deviation
classification
📊 stat.ME
keywords
statisticmediannotestudenttestabsoluteanalogueconventional
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In this note, we propose a robustified analogue of the conventional Student $t$-test statistic. The proposed statistic is easy to implement and thus practically useful. We also show that it is a pivotal quantity and converges to a standard normal distribution.
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