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
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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