Customization of the nonparametric Cohen's d-consistent effect size

1 · Andrey Akinshin · June 8, 2021, 3:44 p.m.
One year ago, I publish a post called Nonparametric Cohen's d-consistent effect size. During this year, I got a lot of internal and external feedback from my own statistical experiments and people who tried to use the suggested approach. It seems that the nonparametric version of Cohen’s d works much better with real-life not-so-normal data. While the classic Cohen’s d based on the non-robust arithmetic mean and the non-robust standard deviation can be easily corrupted by a single outlier, my ap...