Back to Search Start Over

A Test Detecting the Outliers for Continuous Distributions Based on the Cumulative Distribution Function of the Data Being Tested

Authors :
Lorentz Jäntschi
Source :
Symmetry, Vol 11, Iss 6, p 835 (2019)
Publication Year :
2019
Publisher :
MDPI AG, 2019.

Abstract

One of the pillars of experimental science is sampling. Based on the analysis of samples, estimations for populations are made. There is an entire science based on sampling. Distribution of the population, of the sample, and the connection among those two (including sampling distribution) provides rich information for any estimation to be made. Distributions are split into two main groups: continuous and discrete. The present study applies to continuous distributions. One of the challenges of sampling is its accuracy, or, in other words, how representative the sample is of the population from which it was drawn. To answer this question, a series of statistics have been developed to measure the agreement between the theoretical (the population) and observed (the sample) distributions. Another challenge, connected to this, is the presence of outliers - regarded here as observations wrongly collected, that is, not belonging to the population subjected to study. To detect outliers, a series of tests have been proposed, but mainly for normal (Gauss) distributions—the most frequently encountered distribution. The present study proposes a statistic (and a test) intended to be used for any continuous distribution to detect outliers by constructing the confidence interval for the extreme value in the sample, at a certain (preselected) risk of being in error, and depending on the sample size. The proposed statistic is operational for known distributions (with a known probability density function) and is also dependent on the statistical parameters of the population—here it is discussed in connection with estimating those parameters by the maximum likelihood estimation method operating on a uniform U(0,1) continuous symmetrical distribution.

Details

Language :
English
ISSN :
20738994
Volume :
11
Issue :
6
Database :
Directory of Open Access Journals
Journal :
Symmetry
Publication Type :
Academic Journal
Accession number :
edsdoj.3f59bdd2aebd46f6a9ea54da5c3511dd
Document Type :
article
Full Text :
https://doi.org/10.3390/sym11060835