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Effect of equicorrelation in detecting a spurious observation
Author(s) -
Srivastava M. S.
Publication year - 1980
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315236
Subject(s) - spurious relationship , outlier , sample (material) , anomaly detection , computer science , econometrics , statistics , artificial intelligence , mathematics , physics , machine learning , thermodynamics
Abstract This note examines the effect of equicorrelation of the observations on Grubbs' (1950) procedure of detecting an outlier in a sample of n independent observations. It is shown that the procedure is robust, in fact the significance level remains unchanged.