淡江大學機構典藏:Item 987654321/97813
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    题名: Tests for Multiple Outliers in an Exponential Sample
    作者: Lin, Chien-tai;N. Balakrishnan
    贡献者: 淡江大學數學學系
    关键词: Critical values;Exponential distribution;Masking effect;Outliers;Sequential testing;Spacings;Swamping effect
    日期: 2014-04-01
    上传时间: 2014-04-22 13:07:51 (UTC+8)
    出版者: Philadelphia: Taylor & Francis Inc.
    摘要: By applying the recursion of Huffer (1988) repeatedly, we propose an algorithm for evaluating the null joint distribution of Dixon-type test statistics for testing discordancy of k upper outliers in exponential samples. By using the critical values of Dixon-type test statistics determined from the proposed algorithm and those of Cochran-type test statistics presented earlier by Lin and Balakrishnan (2009), we carry out an extensive Monte Carlo study to investigate the powers and the error probabilities for the effects of masking and swamping when the number of outliers k = 2 and 3. Based on our empirical findings, we recommend Rosner’s (1975) sequential test procedure based on Dixon-type test statistics for testing multiple outliers from an exponential distribution.
    關聯: Communications in Statistics: Simulation and Computation 43(4), pp.706-722
    DOI: 10.1080/03610918.2012.714030
    显示于类别:[數學學系暨研究所] 期刊論文

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