Timeline for t-test on highly skewed data
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 31, 2023 at 16:26 | comment | added | whuber♦ | @RobertF In situations like the one here, that won't help. It's not powerful enough. | |
| Aug 31, 2023 at 15:49 | comment | added | RobertF | In a pinch maybe best to go with nonparametric tests (signed-rank or rank-sum) rather than Student's-t? | |
| Nov 30, 2015 at 23:39 | comment | added | whuber♦ | @amoeba If the concern is to test differences in means, then the permutation test will be of no help: you're not going to a find a significant difference here. If you test some other statistic, then you're not testing the mean (which is particularly relevant for cost data!), so whether that can be recommended depends on the objectives. | |
| Nov 30, 2015 at 21:39 | comment | added | amoeba | +1, but I wonder what your practical recommendation would be in a situation like that. Should one try to use a permutation test based on some other statistic instead of the mean (perhaps some high quantile)? Should one try to apply some transformation before running standard tests on the means? Or should one rather give up any hope of detecting a significant difference between two samples? | |
| Nov 18, 2015 at 23:43 | comment | added | Glen_b | I've favourited this question in the hopes of being able to find it again when faced with people who think that n=30 or n=300 is enough to just go ahead and assume sample means are normally distributed (and so forth). I have good simulated examples but it's nice to show this is an issue with real data as well. | |
| Aug 9, 2014 at 18:39 | comment | added | whuber♦ | For an example of a highly skewed dataset where the t-test nevertheless is applicable (because of the large amount of data), please see stats.stackexchange.com/questions/110418/…. These two cases together show there is no cut-and-dried answer to the question: you have to consider both the distribution of the data and the amount of data when deciding whether the t-test will be meaningful and accurate. | |
| Sep 23, 2013 at 14:55 | vote | accept | Chris | ||
| Sep 13, 2013 at 16:47 | history | answered | whuber♦ | CC BY-SA 3.0 |