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st: RE: RE: highly skewed, highly zeroed data


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: highly skewed, highly zeroed data
Date   Wed, 25 Nov 2009 18:57:41 -0500

Kieran McCaul wrote:

>The skew in the data does not stop you from calculating the mean, nor
does it stop you from calculating a 95% CI around the mean.
Regardless of the skew in the data, the sampling distribution of the
mean will be Normal.<

Not true. It will tend towards normality (in the sense of convergence in distribution) assuming regularity conditions for the central limit theorem hold, which for highly skewed variables is often NOT the case. But that convergence may be VERY slow and the resulting confidence interval for the mean may be extremely poor (incredibly wide) or even ludicrous (e.g., below the lower bound of the data). 

I would wonder whether the original poster might want to estimate a median instead of a mean?

Jay

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