p values from robust Z scores
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6.7 years ago
dharl ▴ 70

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.

tests statistics Zscores • 5.6k views
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I'd assume that once you have the z-score, the calculation of the p-value is the same--just take 1 - cdf.

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