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A note on determining the number of outliers in a normal sample with unequal variances by least squares procedure. (English) Zbl 1058.62021

Summary: An outlier problem given by B. R. Clarke and T. Lewis [J. Appl. Stat. 25, 751-762 (1998; Zbl 0956.62018)] provides the motivation to develop a least squares procedure for outliers when observations are distributed with the same mean but different variances. The criterion of the proposed procedure is to minimize the error sum of squares. One advantage of the procedure is that it is more easy and more simple to compute than the test procedure R suggested by Clarke and Lewis, since they need to use the complicated null distribution of R. Furthermore, the method is free from the effects of masking and swamping, when testing upper or lower outliers in normal samples. Results from simulation studies assess that the performance of our proposed method is better than that of Clarke and Lewis’ procedure. Finally, we also use the proposed procedure to analyse ore grade data (see Table 1 of Clarke and Lewis’ paper).

MSC:

62F03 Parametric hypothesis testing
65C60 Computational problems in statistics (MSC2010)
62F10 Point estimation

Citations:

Zbl 0956.62018
Full Text: DOI

References:

[1] Barnett, V.; Lewis, T., Outliers in Statistical Data (1994), Wiely: Wiely Chichester · Zbl 0801.62001
[2] Clarke, B. R.; Lewis, T., An outlier problem in the determination of ore grade, Journal of Applied Statistics, 25, 751-762 (1998) · Zbl 0956.62018
[3] D’Agostino, R. B.; Stephens, M. A., Goodness-of-fit Techniques (1986), Marcel Dekker Inc: Marcel Dekker Inc New York · Zbl 0597.62030
[4] Jeevanand, E. S.; Nair, N. U., On determining the number of outliers in exponential and Pareto samples, Statistical Papers, 39, 277-290 (1998) · Zbl 0902.62035
[5] Zhang, J., Tests for multiple upper or lower outliers in an exponential sample, Journal of Applied Statistics, 25, 245-255 (1998) · Zbl 0934.62021
[6] Zhang, J.; Wang, X., Unmasking test for multiple upper or lower outliers in normal samples, Journal of Applied Statistics, 25, 257-261 (1998) · Zbl 0934.62022
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