Timeline for Is non-parametric test robust to Gaussian data?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Jul 11, 2018 at 23:27 | comment | added | Glen_b | @Sharah There's no "threshold"... the relative efficiency in small samples at the normal is a little lower than the asymptotic value, but it's not by much and it smoothly progresses as you increase the sample size. | |
| Jul 11, 2018 at 23:25 | comment | added | Glen_b | The assertion in your first sentence is not always true - there are nonparametric tests that are fully efficient. | |
| Jul 11, 2018 at 21:21 | comment | added | Sharah | @astel while I understand I might be losing performance, however, it's impossible to do multiple tests on same dataset, if the data is both normally and non normally distrbuted. | |
| Jul 11, 2018 at 21:19 | comment | added | Sharah | @benBolker what is large sample, this is intriguing. is there's a threshold for large/small sample? | |
| Jul 11, 2018 at 15:15 | comment | added | Ben Bolker | may want to note that the asymptotic relative efficiency of (e.g.) the Wilcoxon test is about 96% (see here), which means that at least for large samples you're not actually losing very much power ... | |
| Jul 11, 2018 at 14:49 | history | answered | astel | CC BY-SA 4.0 |