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If the t test is on a regression coefficient, then the sampling distribution is approximately Gaussian (for big enough data). It doesn't matter how many modes
by QuesnayJr 7y ago
If the t test is on a regression coefficient, then the sampling distribution is approximately Gaussian (for big enough data). It doesn't matter how many modes that the original data feature has. This is standard asymptotics in hypothesis testing.
- eanzenberg 7y agoNo, a t-test makes no assumptions that the underlying data is Gaussian. Again, most ml is done on raw data. If the raw feature is bimodal then the raw data is bimodal.
- QuesnayJr 7y agoI can't figure out if you are agreeing or disagreeing with me. If you do non-penalized regression on raw data, then the t statstic will be approximately Gaussian, even if the raw data is bimodal. This follows from the CLT.
- eanzenberg 7y agoWhat is the standard deviation of a bimodal distribution with modes at 0 and inf? Is that a meaningful stat?