A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample

Rahim Mahmoudvand and Hossein Hassani

MPRA Paper from University Library of Munich, Germany

Abstract: In this paper, we introduce a new approximation for the null distribution of the likelihood ratio test for the general case. We compare the the critical values obtained by the new approximation to the values which are obtained by the exact distribution for the cases k=1, 2 to test the accuracy of the new approximation. Also, we compare the results to another approximation method (which is known by Barnett and Lewis (1994)) for the cases k=3,4.

Keywords: Likelihood Ratio Test; Outlier; Approximation; Normal Sample (search for similar items in EconPapers)
JEL-codes: C02 Z00 (search for similar items in EconPapers)
Date: 2005-09-01
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Citations: View citations in EconPapers (1)

Published in Journal of Statistical Research of Iran 2 (2006): pp. 155-161

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