Robust Power Analysis
Robust power analysis computes the statistical power or required sample size for hypothesis tests that use robust estimators — such as trimmed means or Winsorized variances — instead of ordinary means and standard deviations. It protects against inflated or deflated power estimates that arise when data contain outliers, heavy tails, or skewness that violate classical normality assumptions.
Loe meetodi täielikku kirjeldust
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Method map
The neighbourhood of related methods — select a node to explore.
Allikad
- Luh, W.-M., & Guo, J.-H. (2010). Approximate sample size formulas for the two-sample trimmed mean test with unequal variances. British Journal of Mathematical and Statistical Psychology, 63(1), 83–100. link ↗
- Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838
Kuidas sellele lehele viidata
ScholarGate. (2026, June 3). Robust Statistical Power Analysis. ScholarGate. https://scholargate.app/et/statistics/robust-power-analysis
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Efekti suuruse analüüsStatistika↔ compare
- Jõudluse analüüsStatistika↔ compare
- Robustne sõltumatute valimite t-testStatistika↔ compare
- Robustne ühefaktoriline ANOVAStatistika↔ compare
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