[Home ] [Archive]    
:: Volume 2, Issue 2 (3-2006) ::
JSRI 2006, 2(2): 141-158 Back to browse issues page
A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
Rahim Mahmoudvand *1, Hossein Hassani
1- , r _ mahmodvand@yahoo.com
Abstract:   (2753 Views)

Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detecting outliers when a sample comes from a normal distribution (Thode, 2002). A lot of work has been done for testing outliers in a univariate sample, most of which corresponds to the normal and exponential distribution. Barnett and Lewis (1994) have presented a summary of tests for outliers and their critical values, many of which are specific to the detection of outliers in normal samples. The theoretical solution for the exact null distribution of the likelihood ratio...   [To continue please click here

Keywords: Outlier, normal sample, likelihood ratio test, approximation.
Full-Text [PDF 467 kb]   (476 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/02/13 | Accepted: 2016/02/13 | Published: 2016/02/13
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA


XML   Persian Abstract   Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Mahmoudvand R, Hassani H. A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample. JSRI. 2006; 2 (2) :141-158
URL: http://jsri.srtc.ac.ir/article-1-156-en.html


Volume 2, Issue 2 (3-2006) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
Persian site map - English site map - Created in 0.03 seconds with 29 queries by YEKTAWEB 4312