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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.

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