Multiple Upper Outliers Detection in Rayleigh Sample

by By Nirpeksh Kumar.

Abstract: In this paper, two test statistics and for testing multiple upper outliers in a Rayleigh sample are considered. The test statistic is a ratio of weighted sum of () including upper outliers to all and is derived from the ratio of two maximum likelihood estimates. The critical values for are obtained from the exact null distribution whereas the same for are approximated by a curve. Also the test is location and scale invariant. A simulation study is carried out to compare the performance of both tests with maximum likelihood ratio test.

Key Words: Outlier; Discordant; Log-likelihood; Performance; Non-spurious power

Author:
Nirpeksh Kumar, nirpeksh@gmail.com

Editor: Anoop Chaturvedi,anoopchaturv@gmail.com

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