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Analysis of three tests for one or two outliers

Douglas M. Hawkins

Statistica Neerlandica, 1978, vol. 32, issue 3, 137-148

Abstract: 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 Murphy two outlier statistic may suffer from masking. A recursive version of the Pearson‐Chandrasekar test is shown to perform well.

Date: 1978
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https://doi.org/10.1111/j.1467-9574.1978.tb01394.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:32:y:1978:i:3:p:137-148

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