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Sibirskii Zhurnal Industrial'noi Matematiki, 2010, Volume 13, Number 4, Pages 141–154
(Mi sjim645)
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This article is cited in 6 scientific papers (total in 6 papers)
Calculation of power measures of Grabbs' criterion for checking for one outlier
L. K. Shiryaeva Samara State Economic University, Samara
Abstract:
We obtain recurrences for calculating five measures of the David power of Grabbs' criterion in the case that a normally distributed sample contains an outlier. We show that the power measures are functions of the parameters of the outlier, the sample volume, and the critical values of the Grabbs statistics. We proved that all power measures, except for the fourth, are nonincreasing functions of the critical values of the Grabbs statistics, while the fourth power measure always has a local maximum. Using our formulas we ran model simulations of the power measures in the case of a normally distributed sample of 20 observations including one outlier. The results of the simulations turn out close to those expected theoretically.
Received: 25.02.2010
Citation:
L. K. Shiryaeva, “Calculation of power measures of Grabbs' criterion for checking for one outlier”, Sib. Zh. Ind. Mat., 13:4 (2010), 141–154
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https://www.mathnet.ru/eng/sjim645 https://www.mathnet.ru/eng/sjim/v13/i4/p141
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Abstract page: | 1178 | Full-text PDF : | 438 | References: | 74 | First page: | 9 |
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