Exact computation of the null distribution of a test for multiple outliers in an exponential sample

Computational Statistics and Data Analysis

Volumn 53, Issue 9, 2009, Pages 3281-3290

  Lin, Chien Tai ^a   Balakrishnan, N ^b  

^a TAMKANG UNIVERSITY   (Taiwan)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

APPLIED PROBABILITIES; APPLIED STATISTICS; CRITICAL VALUES; DEGREE OF PRECISION; DIVIDED DIFFERENCES; EASE OF USE; EXACT COMPUTATIONS; JOINT DENSITIES; JOINT DISTRIBUTIONS; LINEAR COMBINATIONS; NULL DISTRIBUTIONS; RECURSION; SEQUENTIAL TESTING;

PROBABILITY DISTRIBUTIONS; STATISTICS; TESTING;

STATISTICAL TESTS;

EID: 64749093908     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.02.013     Document Type: Article

References (19)

1. Arnold B.C., Balakrishnan N., and Nagaraja H.N. A First Course in Order Statistics (1992), John Wiley & Sons, New York
2. In: Balakrishnan N., and Basu A.P. (Eds). The Exponential Distribution: Theory, Methods and Applications (1995), Gordon and Breach, Newark, NJ
3. Barnett V., and Lewis T. Outliers in Statistical Data. 3rd edition (1994), John Wiley & Sons, Chichester, England
4. Basu A.P. On some tests of hypotheses relating to the exponential distribution when some outliers are present. Journal of the American Statistical Association 60 (1965) 548-559
5. Chikkagoudar M.S., and Kunchur S.H. Distributions of test statistics for multiple outliers in exponential samples. Communications in Statistics-Theory and Methods 12 (1983) 2127-2142
6. Epstein B. Tests for the validity of the assumption that the underlying distribution of life is exponential: Part II. Technometrics 2 (1960) 167-183
7. Huffer F. Divided differences and the joint distribution of linear combinations of spacings. Journal of Applied Probability 25 (1988) 346-354
8. Huffer F.W., and Lin C.T. An approach to computations involving spacings with applications to the scan statistic. In: Glaz J., and Balakrishnan N. (Eds). Scan Statistics and Applications (1999), Birkhäuser, Boston 141-163
9. Huffer F.W., and Lin C.T. Computing the joint distribution of general linear combinations of spacings or exponential variates. Statistica Sinica 11 (2001) 1141-1157
10. Huffer F.W., and Lin C.T. Linear combinations of spacings. In: Kotz S., Balakrishnan N., Read C.B., and Vidakovic B. (Eds). Encyclopedia of Statistical Sciences, 2nd edition, vol. 12 (2006), John Wiley & Sons, Hoboken, NJ 7866-7875
11. Kabe D.G. Testing outliers from an exponential population. Metrika 15 (1970) 15-18
12. Kimber A.C. Tests for many outliers in an exponential sample. Applied Statistics 31 (1982) 263-271
13. Kimber A.C., and Stevens H.J. The null distribution of a test for two upper outliers in an exponential sample. Applied Statistics 30 (1981) 153-157
14. Laurent A.G. Conditional distribution of order statistics and distribution of the reduced i-th order statistic of the exponential model. Annals of the Institute of Statistical Mathematics 34 (1963) 652-657
15. Lewis T., and Fieller N.R.J. A recursive algorithm for null distribution for outliers: I. Gamma samples. Technometrics 21 (1979) 371-376
16. Likes ̌ J. Distribution of Dixon's statistics in the case of an exponential population. Metrika 11 (1966) 46-54
17. Lin, C.T., 1993. The computation of probabilities which involve spacings, with applications to the scan statistic. Ph.D. Dissertation, Department of Statistics, Florida State University, Tallahassee, FL
18. k: Multivariate B-splines and Lagrange interpolation. Rocky Mountain Journal of Mathematics 10 (1980) 485-497
19. Rosner B. On the detection of many outliers. Technometrics 19 (1975) 307-312