The Null Distribution of the Likelihood-Ratio Test for One or Two Outliers in a Normal Sample.

• Autores: Jing Zhang, Keming Yu
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 15, Nº. 1, 2006, págs. 141-150
• Idioma: inglés
• DOI: 10.1007/bf02595422
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• Resumen

  • For testing k upper or lower outliers in a normal sample, the sampling distribution of the likelihood-ratio statistic is still unknown in the literature except for k=1. In this paper, we find its exact distribution for k=2 and tabulate the extensive critical values, which are compared with the traditional simulated values.