Authors: | Pawlitschko, Jörg |
Title: | On the distribution of a test statistic for outlier identication in exponential samples |
Language (ISO): | en |
Abstract: | In this paper we discuss the distribution of the ratio of the maximum and the appropriately standardized median of a (sub-) sample consisting of the m smallest observations in a sample of size N coming from a one-parameter exponential distribution. A statistics of this kind is useful when testing for the presence of outliers, especially when implemented within an inward or outward testing procedure. Besides giving a tractable expression for the survival function of this statistic we tabulate the critical values needed for corresponding outlier identification rules for samples of size up to N = 50. |
URI: | http://hdl.handle.net/2003/5087 http://dx.doi.org/10.17877/DE290R-5535 |
Issue Date: | 2000 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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2000_57.pdf | DNB | 169.85 kB | Adobe PDF | View/Open |
tr57-00.ps | 154.6 kB | Postscript | View/Open |
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