Question: p values from robust Z scores
1
gravatar for dharl
4.5 years ago by
dharl70
India
dharl70 wrote:

I was wondering how to calculate p values from a robust Z score. the robust Z score unlike the normal z score is calculated using the median and absolute deviation from median(MAD) instead of the mean and standard deviation. This way, it is not sensitive to outliers.

statistics tests z scores • 4.2k views
ADD COMMENTlink modified 4.5 years ago • written 4.5 years ago by dharl70
1

I'd assume that once you have the z-score, the calculation of the p-value is the same--just take 1 - cdf.

ADD REPLYlink written 4.5 years ago by brentp23k
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