Tests for Multiple Outliers in an Exponential Sample
學年 102
學期 2
出版(發表)日期 2014-04-01
作品名稱 Tests for Multiple Outliers in an Exponential Sample
作品名稱(其他語言)
著者 Lin, Chien-tai; N. Balakrishnan
單位 淡江大學數學學系
出版者 Philadelphia: Taylor & Francis Inc.
著錄名稱、卷期、頁數 Communications in Statistics: Simulation and Computation 43(4), pp.706-722
摘要 By applying the recursion of Huffer (1988) repeatedly, we propose an algorithm for evaluating the null joint distribution of Dixon-type test statistics for testing discordancy of k upper outliers in exponential samples. By using the critical values of Dixon-type test statistics determined from the proposed algorithm and those of Cochran-type test statistics presented earlier by Lin and Balakrishnan (2009), we carry out an extensive Monte Carlo study to investigate the powers and the error probabilities for the effects of masking and swamping when the number of outliers k = 2 and 3. Based on our empirical findings, we recommend Rosner’s (1975) sequential test procedure based on Dixon-type test statistics for testing multiple outliers from an exponential distribution.
關鍵字 Critical values; Exponential distribution; Masking effect; Outliers; Sequential testing; Spacings; Swamping effect
語言 en_US
ISSN 0361-0918
期刊性質 國外
收錄於 SCI
產學合作
通訊作者 Lin, Chien-Tai
審稿制度
國別 USA
公開徵稿
出版型式 ,電子版,紙本
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