The identification of outliers in exponential samples

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چکیده

In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather by means of a so called outlier region In case of an exponential distribution an empirical approximation of such a region also called an outlier identi er is mainly dependent on some estimator of the unknown scale parameter The worst case behaviour of several reasonable outlier identi ers is investigated thoroughly and it is shown that only robust estimators of scale should be used to con struct reliable identi ers These ndings lead to the recommendation of an outlier identi er that is based on a standardized version of the sample median

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تاریخ انتشار 2011