Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
Home Basic Concepts Definition of basic terms Robustness  
See also: robust regression, Parametric and NonParametric Tests  
RobustnessA statistical procedure is considered to be robust if it performs well even when required assumptions are not met, or if the procedure performs well for a large number of distributions. A "statistical procedure" could be any item, from an estimate to a statistical test, or from a modeling technique to cluster analysis. Robustness is a big issue in applied data analysis, since practical problems tend to create outliers. A simple example of a robust statistic is the median
in comparison with the mean. The median is less affected by outliers than
the mean.


Home Basic Concepts Definition of basic terms Robustness 