Note on the robustification of the Student $t$-test statistic using the median and the median absolute deviation
Methodology
2018-06-01 v1
Abstract
In this note, we propose a robustified analogue of the conventional Student -test statistic. The proposed statistic is easy to implement and thus practically useful. We also show that it is a pivotal quantity and converges to a standard normal distribution.
Cite
@article{arxiv.1805.12256,
title = {Note on the robustification of the Student $t$-test statistic using the median and the median absolute deviation},
author = {Chanseok Park},
journal= {arXiv preprint arXiv:1805.12256},
year = {2018}
}