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Identification of Outliers by D. Hawkins PDF

By D. Hawkins

ISBN-10: 9401539944

ISBN-13: 9789401539944

ISBN-10: 9401539960

ISBN-13: 9789401539968

The challenge of outliers is likely one of the oldest in statistics, and through the final century and a part curiosity in it has waxed and waned a number of instances. at the moment it really is once more an lively examine quarter after a few years of relative forget, and up to date paintings has solved a few previous difficulties in outlier conception, and pointed out new ones. the foremost effects are, although, scattered among many magazine articles, and for a while there was a transparent have to carry them jointly in a single position. That was once the unique purpose of this monograph: yet in the course of execution it turned transparent that the prevailing thought of outliers used to be poor in numerous parts, and so the monograph additionally encompasses a variety of new effects and conjectures. In view of the large quantity ofliterature at the outlier challenge and its cousins, no try has been made to make the assurance exhaustive. the fabric is worried virtually fullyyt with using outlier checks which are identified (or may well kind of be anticipated) to be optimum not directly. Such issues as strong estimation are principally neglected, being coated extra effectively in different resources. the various advert hoc records proposed within the early paintings at the grounds of intuitive attraction or computational simplicity are also no longer mentioned in any detail.

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Additional resources for Identification of Outliers

Sample text

X. to be independent, identically distributed random variables. Several of the results still hold if the Xi are merely exchangeable, but there is no entirely satisfactory theory of optimal tests if the X; are not exchangeable. Thus two extremely interesting problems have no known optimal solution: (i) Given X;~ afx;,, i = 1 to 11 with not all v; equal, test whether one a; differs from the others. This is just the problem of deciding in an analysis of variance whether one of the populations has slipped in variance.

This test was proposed as an extension of the statistic (X<•> - X)/ a to the case where a was unknown, but the external information U on a was available. Its null distribution has been studied by several writers. Nair (1948) deduced its distribution from that of (X- X)/ a using general results on studentized statistics due to Hartley (1938). David· ( 1956) and Halperin et al. ( 1955) approached the problem by the use of the first Bonferroni inequality. This statistic is inferior toBin that it ignores the information about a contained in the sample itself.

In fact as n-. 15) while the second, more accurate approximation implies that x(n) = logn + iJ {(4v- 2) logn} + v-! 16) and both are quite badly in error. A similar analysis could be made for many other approximately normal distributions, but such a detailed compendium would add little insight to the discussion. It is thus clear that unless the normal distribution approximates the actual distribution in the extreme tails very well, the conclusions drawn from use of the normal approximation can be wrong to an almost arbitrarily large extent.

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Identification of Outliers by D. Hawkins


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