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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