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Exactly, it’s a smuggled assumption. A standard deviation is the second moment of a normal distribution. A negative binomial is a much better model for count da
by RA_Fisher 6y ago
Exactly, it’s a smuggled assumption. A standard deviation is the second moment of a normal distribution. A negative binomial is a much better model for count data: https://statwonk.com/poisson-gamma-negative-binomial.html https://statwonk.com/poisson-gamma-negative-binomial.html
- mb7733 6y agoThe simple approach in the article is no different if you imagine it as a negative binomial. The article does not assume any distribution, it's entirely nonparametric.
- conjectures 6y agoThat's not the case. Looking for |z|>t implicitly assumes the distribution is symmetric and unimodal for a start. As in, the method would break if those assumptions were violated. Non-parametric means more than just avoiding talk of distributions.
- mb7733 6y agoGood point about symmetry & unimodality. You could easily construct a bimodal example where the method fails entirely. In my previous post I said "doesn't assume any distribution" I meant it doesn't depend on any particular distribution function. But in the post above that I was sloppy and said "no assumptions about the distribution at all". Good catch.