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Premium and Protection of Several Procedures For Dealing With Outliers When Sample Sizes Are Moderate to Large

 

作者: Irwin Guttman,  

 

期刊: Technometrics  (Taylor Available online 1973)
卷期: Volume 15, issue 2  

页码: 385-404

 

ISSN:0040-1706

 

年代: 1973

 

DOI:10.1080/00401706.1973.10489051

 

出版商: Taylor & Francis Group

 

关键词: Outliers;Spurious Observations;Anscombe;Winsorization and Semi-Winsorization Rules;Premium;Protection

 

数据来源: Taylor

 

摘要:

In a recent paper, Tiao and Guttman (1967) discussed the use of adjusted residuals to analyze the behaviour in moderate to large samples of the premium and protection of Anscombe's rule (herein designated as theA(k)-rule) when sampling is from theN(μ, σ) distribution, μ is to be estimated;and wherekoutlying observations are suspected of being spurious (k= 1 and 2). A discussion of two other rules, Semi-Winsorization (S(1)-rule) and Winsorization (W(1)-rule), is given in Guttman and Smith (1969, 1971). This paper investigates the behaviour, for moderate to largen, of theA(k)),S(k)) andW(k))- rules,k= 1 and 2. To do this, we define rules based on adjusted residuals, which we shall denote as theAk,SkandWkrules. Expressions for the premium and protection of theSkandWkrules are derived, and contrasted with these characteristics of theAkrule, obtained by Tiao and Guttman (1967).

 

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