| 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 | 是 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/97813 ) |
GoogleAnalytics