On distribution of Grubbs' statistics in case of normal sample with outlier

DOI10.3103/S1066369X17040107zbMath1458.62042OpenAlexW2603412934MaRDI QIDQ2399445

L. K. Shiryaeva

Publication date: 23 August 2017

Published in: Russian Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066369x17040107

zbMATH Keywords

normal distributionoutlierjoint distribution functionasymptotic decompositionsnormal samplemarginal distribution functionsone-sided Grubbs' statisticsstandardized minimum and maximumpower functions for Grubbs' criteria

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Characteristic functions; other transforms (60E10)

Related Items (3)

On tail dependence for three-parameter Grubbs' copula ⋮ On three-parameter Grubbs' copula-function ⋮ О некоторых свойствах симметричной копулы Граббса

Cites Work

• On tail dependence for Grubbs' copula-function
• On the joint distribution of Studentized order statistics
• On null and alternative distribution of statistic of two-side discordancy test for an extreme outlier
• The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
• Использование специальных функций Эрмита для исследования мощностных свойств критерия Граббса
• THE EFFICIENCY OF STATISTICAL TOOLS AND A CRITERION FOR THE REJECTION OF OUTLYING OBSERVATIONS
• Sample Criteria for Testing Outlying Observations
• Analysis of Extreme Values
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