High Quality Content by WIKIPEDIA articles! Robust statistics
provides an alternative approach to classical statistical methods.
The motivation is to produce estimators that are not unduly
affected by small departures from model assumptions. Robust
statistics seeks to provide methods that emulate classical methods,
but which are not unduly affected by outliers or other small
departures from model assumptions. In statistics, classical methods
rely heavily on assumptions which are often not met in practice. In
particular, it is often assumed that the data residuals are
normally distributed, at least approximately, or that the central
limit theorem can be relied on to produce normally distributed
estimates. Unfortunately, when there are outliers in the data,
classical methods often have very poor performance.
