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Hypothesis testClassical statistics

Robust power analysis

Robust power analysis beregner den statistiske styrken eller nødvendig utvalgsstørrelse for hypotesetester som bruker robuste estimatorer (trimmet gjennomsnitt, Winsorized varians, bootstrap) i stedet for klassisk normal-teori-antagelser, noe som sikrer at eksperimentet er dimensjonert riktig selv når data er skjev, har uteliggere, eller viser ikke-normal fordelinger.

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Kilder

  1. 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
  2. Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838

Slik siterer du denne siden

ScholarGate. (2026, June 3). Robust Statistical Power Analysis. ScholarGate. https://scholargate.app/no/statistics/robust-power-analysis

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ScholarGateRobust power analysis (Robust Statistical Power Analysis). Hentet 2026-06-15 fra https://scholargate.app/no/statistics/robust-power-analysis · Datasett: https://doi.org/10.5281/zenodo.20539026