IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v53y2009i9p3281-3290.html
   My bibliography  Save this article

Exact computation of the null distribution of a test for multiple outliers in an exponential sample

Author

Listed:
  • Lin, Chien-Tai
  • Balakrishnan, N.

Abstract

Through a systematic application of the recursion of Huffer [Huffer, F., 1988. Divided differences and the joint distribution of linear combinations of spacings. Journal of Applied Probability 25, 346-354], we present an algorithm for evaluating the exact null distribution of the test statistic proposed by Kimber [Kimber, A.C., 1982. Tests for many outliers in an exponential sample. Applied Statistics 31, 263-271] for the testing of up to k upper outliers for discordancy in exponential samples. This method presents another way of obtaining the exact null distribution of the test statistic without first obtaining their joint density. The advantage of this approach is in its generality and also in its ease of use. In addition, it can provide critical values for the test statistic that are accurate to any required degree of precision. Similar results for the sequential testing of up to k lower outliers for discordancy are also presented.

Suggested Citation

  • Lin, Chien-Tai & Balakrishnan, N., 2009. "Exact computation of the null distribution of a test for multiple outliers in an exponential sample," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3281-3290, July.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:9:p:3281-3290
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(09)00059-0
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    2. A. C. Kimber & H. J. Stevens, 1981. "The Null Distribution of a Test for Two Upper Outliers in an Exponential Sample," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 30(2), pages 153-157, June.
    3. D. Kabe, 1970. "Testing outliers from an exponential population," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 15(1), pages 15-18, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nirpeksh Kumar, 2013. "A procedure for testing suspected observations," Statistical Papers, Springer, vol. 54(2), pages 471-478, May.
    2. Vilijandas Bagdonavičius & Linas Petkevičius, 2020. "Multiple Outlier Detection Tests for Parametric Models," Mathematics, MDPI, vol. 8(12), pages 1-23, December.
    3. Chien-Tai Lin & Ying-Chen Lee & Narayanaswamy Balakrishnan, 2019. "Package mTEXO for testing the presence of outliers in exponential samples," Computational Statistics, Springer, vol. 34(2), pages 803-818, June.
    4. Chien-Tai Lin & Shih-Chun Wang, 2015. "Discordancy tests for two-parameter exponential samples," Statistical Papers, Springer, vol. 56(2), pages 569-582, May.
    5. Nirpeksh Kumar, 2019. "Exact distributions of tests of outliers for exponential samples," Statistical Papers, Springer, vol. 60(6), pages 2031-2061, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nirpeksh Kumar, 2019. "Exact distributions of tests of outliers for exponential samples," Statistical Papers, Springer, vol. 60(6), pages 2031-2061, December.
    2. Chien-Tai Lin & Ying-Chen Lee & Narayanaswamy Balakrishnan, 2019. "Package mTEXO for testing the presence of outliers in exponential samples," Computational Statistics, Springer, vol. 34(2), pages 803-818, June.
    3. Chien-Tai Lin & Shih-Chun Wang, 2015. "Discordancy tests for two-parameter exponential samples," Statistical Papers, Springer, vol. 56(2), pages 569-582, May.
    4. Nirpeksh Kumar, 2013. "A procedure for testing suspected observations," Statistical Papers, Springer, vol. 54(2), pages 471-478, May.
    5. Vilijandas Bagdonavičius & Linas Petkevičius, 2020. "Multiple Outlier Detection Tests for Parametric Models," Mathematics, MDPI, vol. 8(12), pages 1-23, December.
    6. Jong-Wuu Wu, 2001. "A note on determining the number of outliers in an exponential sample by least squares procedure," Statistical Papers, Springer, vol. 42(4), pages 489-503, October.
    7. 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.
    8. Jin Zhang, 1998. "Tests for multiple upper or lower outliers in an exponential sample," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 245-255.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:53:y:2009:i:9:p:3281-3290. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.