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1
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0answers
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computing slope on heavy tailed lognormal distribution

I have a heavy tailed logNormal distribution and i want to know if it's possible to make a linear regression in order to compute R² and slope for this data. I make my linear regression on computed ...
9
votes
3answers
2k views

Robust t-test for mean

I am trying to test the null $E[X] = 0$, against the local alternative $E[X] > 0$, for a random variable $X$, subject to mild to medium skew and kurtosis of the random variable. Following ...