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Analysis of three tests for one or two outliers
Author(s) -
Hawkins Douglas M.
Publication year - 1978
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1978.tb01394.x
Subject(s) - outlier , statistics , mathematics , statistic , test statistic , null distribution
Summary Three well‐known test statistics for the precense of two outliers are studied from the points of views of exact null distribution and power. In a sample case, it is shown that the M urphy two outlier statistic may suffer from masking. A recursive version of the P earson ‐C handrasekar test is shown to perform well.