A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
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چکیده مقاله:
Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detecting outliers when a sample comes from a normal distribution (Thode, 2002). A lot of work has been done for testing outliers in a univariate sample, most of which corresponds to the normal and exponential distribution. Barnett and Lewis (1994) have presented a summary of tests for outliers and their critical values, many of which are specific to the detection of outliers in normal samples. The theoretical solution for the exact null distribution of the likelihood ratio... [To continue please click here]
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عنوان ژورنال
دوره 2 شماره 2
صفحات 141- 158
تاریخ انتشار 2006-03
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