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A Test for the Simultaneous Detection of Two Outliers Among Extreme Values of Small Data Sets

 

作者: ConstantinosE. Efstathiou,  

 

期刊: Analytical Letters  (Taylor Available online 1993)
卷期: Volume 26, issue 2  

页码: 379-390

 

ISSN:0003-2719

 

年代: 1993

 

DOI:10.1080/00032719308017392

 

出版商: Taylor & Francis Group

 

关键词: Q-test;Detection of Outliers;Extreme Values

 

数据来源: Taylor

 

摘要:

A simple test (QP-test) for the simultaneous detection of two outliers among extreme values of small data sets is described. This test is analogous and complements Dixon's classic Q-test. It is based on the probability distribution of the product of two Qexpvalues (QP: quotient product). Each Qexpvalue is calculated from the data set considering the presence of one and ignoring the presence of the other suspect value. Critical QP-values, calculated by a stochastic (a Monte-Carlo) procedure, are given for data sets containing 5 to 16 observations (replicates) at 0.90, 0.95, and 0.99 confidence levels. Based on the same principle, tests for the simultaneous detection of more than two outliers can be readily designed.

 

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