Spurious and non-spurious power in performance criteria for tests of discordancy

被引:17
作者
Hayes, K [1 ]
Kinsella, T
机构
[1] Univ Limerick, Dept Math & Stat, Limerick, Ireland
[2] Dublin Inst Technol, Dublin, Ireland
关键词
discordancy tests; grubbs's outlier test; Outlier; power; simulation; spurious power; spurious type II error; test performance criteria; type II error;
D O I
10.1111/1467-9884.00342
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
When evaluating the performance of discordancy tests both the type 11 error and the power function contain spurious and non-spurious elements as the test may not identify the contaminant observation. The probabilities that are associated with identifying as discordant a good observation and a contaminant observation are defined as spurious power and nonspurious power respectively. This nomenclature conveys the role of each as performance criteria for tests of discordancy. A general discussion of discordancy test performance criteria is presented, as is the case of tests for multiple outliers. Finally, the behaviours of the Grubbs single-outlier and multiple-outlier tests are studied using simulation.
引用
收藏
页码:69 / 82
页数:14
相关论文
共 10 条
[1]  
Barnett V., 1984, Outliers in Statistical Data, V2nd
[2]  
DAVID HA, 1981, ORDER STAT
[3]  
DOORNBOS R, 1959, STAT NEERL, V10, P117
[4]  
Fieller N. R. J., 1976, THESIS U HULL HULL
[5]   COMPARISONS OF OUTLIER DETECTION PROCEDURES IN WEIBULL OR EXTREME-VALUE DISTRIBUTION [J].
FUNG, KY ;
PAUL, SR .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1985, 14 (04) :895-917
[6]   Two discordancy tests for location slippage and dispersion slippage outlier detection in agreement studies [J].
Giraudeau, B ;
Chastang, C .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1999, 48 :517-527
[7]   SAMPLE CRITERIA FOR TESTING OUTLYING OBSERVATIONS [J].
GRUBBS, FE .
ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (01) :27-58
[8]   PROCEDURES FOR DETECTING OUTLYING OBSERVATIONS IN SAMPLES [J].
GRUBBS, FE .
TECHNOMETRICS, 1969, 11 (01) :1-&
[9]   EXTENSION OF SAMPLE SIZES AND PERCENTAGE POINTS FOR SIGNIFICANCE TESTS OF OUTLYING OBSERVATIONS [J].
GRUBBS, FE ;
BECK, G .
TECHNOMETRICS, 1972, 14 (04) :847-&
[10]  
Hawkins D.M, 1980, IDENTIFICATION OUTLI, V11, DOI [10.1007/978-94-015-3994-4, DOI 10.1007/978-94-015-3994-4]