Tests for multiple upper or lower outliers in an exponential sample

Jin Zhang

Journal of Applied Statistics, 1998, vol. 25, issue 2, 245-255

Abstract: T = \[x + … + x ]/ Sigma x (T*= \[x + … + x ] Sigma x ) is the max k (n- k+ 1 ) (n) i k ( 1 ) (k) i imum likelihood ratio test statistic for k upper ( lower ) outliers in an exponential sample x , …, x . The null distributions of T for k= 1,2 were given by Fisher and by Kimber 1 n k and Stevens , while those of T*(k= 1,2) were given by Lewis and Fieller . In this paper , k the simple null distributions of T and T* are found for all possible values of k, and k k percentage points are tabulated for k= 1, 2, …, 8. In addition , we find a way of determining k, which can reduce the masking or ' swamping ' effects .

Date: 1998
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DOI: 10.1080/02664769823232

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