Some Grubbs-Type Statistics for the Detection of Several Outliers
1972; Taylor & Francis; Volume: 14; Issue: 3 Linguagem: Inglês
10.2307/1267287
ISSN1537-2723
Autores Tópico(s)Anomaly Detection Techniques and Applications
ResumoAbstract Several widely used tests for outlying observations are reviewed. Problems of repeated application and "masking" are described. Suggested as appropriate to over-come these problems are two new statistics: Lk which is based on the k largest (observed) values and Ek which is based on the k largest (in absolute value) residuals. Tables of approximate critical values for these statistics are given for 0.01, .025,0.05, and 0.10 levels of significance and for sample size n = 3 (1) 20 (5) 50. Key Words: Outlying ObservationsSeveral OutliersOutliersMasking EffectGrubb's Criteria
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