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Searching for contaminants

Nicholas T. Longford

Journal of Applied Statistics, 2013, vol. 40, issue 9, 2041-2055

Abstract: Decision theory is applied to the problem of identifying a small fraction of observations that contaminate a random sample from a specified distribution. The uncertainty about the parameters that characterise the contamination is addressed by sensitivity analysis. The analyst's (or the client's) perspective and priorities are incorporated in the analysis by ranges of plausible loss functions. An application to fraud detection is presented.

Date: 2013
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DOI: 10.1080/02664763.2013.804041

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