A note on the CLT

Introductory statistics courses (particularly when they’re taught outside of the statistics department) often gloss over the details of the central limit theorem, describing it only as something that let’s you do t-tests without worrying about normality. I recently came across … Read more

Robust t-regression

I’ve been experimenting with techniques for robust regression, and I thought that it would be a fun excercise to implement a robust variant of the simple linear regression model based on the t-distribution.

Motivation

The term “outlier” is used very … Read more