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Tests for multiple upper or lower outliers in an exponential sample

Author

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  • Jin Zhang

Abstract

T = \[x + … + x ]/ Sigma x (T*= \[x + … + x ] Sigma x ) is the max k (n- k+ 1 ) (n) i k ( 1 ) (k) i imum likelihood ratio test statistic for k upper ( lower ) outliers in an exponential sample x , …, x . The null distributions of T for k= 1,2 were given by Fisher and by Kimber 1 n k and Stevens , while those of T*(k= 1,2) were given by Lewis and Fieller . In this paper , k the simple null distributions of T and T* are found for all possible values of k, and k k percentage points are tabulated for k= 1, 2, …, 8. In addition , we find a way of determining k, which can reduce the masking or ' swamping ' effects .

Suggested Citation

  • 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.
    • Handle: RePEc:taf:japsta:v:25:y:1998:i:2:p:245-255
    DOI: 10.1080/02664769823232
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. Chien-Tai Lin & Shih-Chun Wang, 2015. "Discordancy tests for two-parameter exponential samples," Statistical Papers, Springer, vol. 56(2), pages 569-582, May.
    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. 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.
    4. Nirpeksh Kumar, 2013. "A procedure for testing suspected observations," Statistical Papers, Springer, vol. 54(2), pages 471-478, May.
    5. Nirpeksh Kumar, 2019. "Exact distributions of tests of outliers for exponential samples," Statistical Papers, Springer, vol. 60(6), pages 2031-2061, December.
    6. Jin Zhang & Keming Yu, 2006. "The null distribution of the likelihood-ratio test for one or two outliers in a normal sample," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 141-150, June.

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    2. Chien-Tai Lin & Shih-Chun Wang, 2015. "Discordancy tests for two-parameter exponential samples," Statistical Papers, Springer, vol. 56(2), pages 569-582, May.
    3. 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.
    4. Nirpeksh Kumar, 2019. "Exact distributions of tests of outliers for exponential samples," Statistical Papers, Springer, vol. 60(6), pages 2031-2061, December.
    5. 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.
    6. Nirpeksh Kumar, 2013. "A procedure for testing suspected observations," Statistical Papers, Springer, vol. 54(2), pages 471-478, May.

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