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Detection of a pair of outliers in a sample from a Gumbel distribution with known scale parameter

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  • S. Lalitha
  • Pratyasha Tripathi

Abstract

Test procedures on outlier detection problems for Gumbel distribution are rarely available. Hence, a test statistic is proposed here for detection of a pair of upper and lower outliers from a Gumbel distribution with known scale parameter. The critical values of the statistic are obtained and some examples are also given to highlight the use of the statistic. The advantage of the proposed statistic is that the scale parameter, though assumed to be known is not explicitly involved in the determination of the critical values.

Suggested Citation

  • S. Lalitha & Pratyasha Tripathi, 2018. "Detection of a pair of outliers in a sample from a Gumbel distribution with known scale parameter," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(2), pages 243-254, January.
    • Handle: RePEc:taf:japsta:v:45:y:2018:i:2:p:243-254
    DOI: 10.1080/02664763.2016.1273885
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    References listed on IDEAS

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    1. A. C. Kimber, 1982. "Tests for Many Outliers in an Exponential Sample," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(3), pages 263-271, November.
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    Cited by:

    1. Evren Turhan, 2022. "An Investigation on the Effect of Outliers for Flood Frequency Analysis: The Case of the Eastern Mediterranean Basin, Turkey," Sustainability, MDPI, vol. 14(24), pages 1-12, December.

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