Exact tests for outliers in Laplace samples

Chien-Tai LIN, Narayanaswamy BALAKRISHNAN, Man Ho Alpha LING

Research output: Contribution to journalArticlespeer-review

Abstract

The exact null distributions of test statistics used for testing up to k(≥1) upper outliers in a two-parameter Laplace sample are investigated. Two types of test statistics, namely, the modified Murphy's test for k upper normal outliers and the general Dixon-type test statistic discussed by Childs, are considered. Utilizing the result of conditional independence of blocked ordered data established by Iliopoulos and Balakrishnan, together with the computational algorithm of Huffer and Lin for distributions of linear combinations of exponential variables, exact critical values of test statistics for testing discordancy of k upper outliers in two-parameter Laplace samples are obtained. For illustration, some examples with pertinent computational details are finally presented. Copyright © 2020 Taylor & Francis Group, LLC.
Original languageEnglish
JournalCommunications in Statistics - Simulation and Computation
Early online dateJul 2020
DOIs
Publication statusE-pub ahead of print - Jul 2020

Citation

Lin, C.-T., Balakrishnan, N., & Ling, M. H. (2020). Exact tests for outliers in Laplace samples. Communications in Statistics - Simulation and Computation. Advance online publication. doi: 10.1080/03610918.2020.1780444

Keywords

  • Critical value
  • Discordancy test
  • Dixon-type test
  • Exponential distribution
  • Murphy's test
  • Spacings

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