Over 30 years ago, Tukey made it evident that slight departures from n
ormality can substantially lower power when means are compared, and th
at a popular measure of effect size can be highly misleading. At the t
ime there were no methods for dealing with the problem raised in Tukey
's paper, and some of the more obvious and seemingly intuitive soluti
ons have since been found to be highly unsatisfactory. Today there are
practical methods for not only dealing with the problem raised by Tuk
ey, but also achieving more accurate confidence intervals and control
over the probability of a Type I error. More generally, there are many
robust and exploratory ways of comparing groups that can reveal impor
tant differences that are missed by conventional methods based on mean
s, and even modern methods based solely on robust measures of location
. This article reviews these new techniques.