To begin, distributions are never normal. For some this seems obvious, hardly worth mentioning, but an aphorism given by Cramér (1946) and attributed to the mathematician Poincaré remains relevant: “Everyone believes in the [normal] law of errors, the experimenters because they think it is a mathematical theorem, the mathematicians because they think it is an experimental fact.”

# Distributions Are Never Normal

Author | |

Year | 2021 |

Source | Introduction to Robust Estimation and Hypothesis Testing |

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