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No worries and I totally agree that t-test are surprisingly robust to some benign deviations from Gaussianity, a lot more than one would have thought. In my lin
by srean 6y ago
No worries and I totally agree that t-test are surprisingly robust to some benign deviations from Gaussianity, a lot more than one would have thought. In my line of work I have had to watch out for fat tails (ridiculously common) and skew -- they can be potent t-test killers.
In the book Wilcox champions robust estimators and tests (a la Huber, Tukey) because efficiency of MLE is very brittle.