Год выпуска: 2012 Автор: Sadaf Manzoor Издательство: LAP Lambert Academic Publishing Страниц: 144 ISBN: 9783659236815
Описание
Observations strongly deviating from the bulk of data, usually labeled as ‘outliers’ are troublesome and may cause misleading results. Therefore, the solitariness of outliers is important for quality assurance. In the given study, systematic approaches have been derived from general principles in this regard. The first idea of the present study uses arrangement of sample data in ascending order for particular cases of Uniform and Exponential distributions and tests for ‘outlier’ have been developed. Second idea presented Additive white noise in time discrete differential equation as a special case of ARMA (p, q) model. Working with Poisson Process, the special form of variance-covariance matrix has enabled to develop a new procedure for the detection of outlier. The likelihood estimation originally proposed by Fox (1972) has been used with the assumption of known autoregressive parameters. The distribution of the test has been evaluated through characteristic function and discrete...
