Tests for multiple upper or lower outliers in an exponential sample
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 .
Year of publication: |
1998
|
---|---|
Authors: | Zhang, Jin |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 25.1998, 2, p. 245-255
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Saved in favorites
Similar items by person
-
Catch-up and competitiveness in China : the case of large firms in the oil industry
Zhang, Jin, (2004)
-
Price and volatility transmission in international wheat futures markets
Yang, Jian, (2003)
-
Who are your peers? : an empirical investigation of the matched sample comparison analysis
Hu, Nan, (2010)
- More ...