Outlier Detection Procedures in a Sample from a Gumbel Distribution with Unknown Scale Parameter

Authors

  • Dr. Pratyasha Tripathi

Keywords:

sustainability, conservation, nature architecture, khasi, jaintia, ficus elastica, Modeling., Well-Log Controlled, Seismic Attribute, Reservoir Pore-fill Interpretation, Simulation, Extreme value theory, Gumbel distribution, Contaminant Observation, moment estimator, slippage alternative, trimmed sample.

Abstract

Lalitha and Tripathi (2018) have suggested a test statistic for the detection of a pair of outliers in a sample from a Gumbel distribution with known scale parameter σ. The statistic is not found to be suitable while dealing with the case of unknown scale parameter σ. Thus, in this paper, the test statistic suggested by Lalitha and Tripathi (2018), is suitably modified by using the modified moment estimator of the scale parameter σ for the detection of two single (upper/lower) outlying observations and one more test statistic is suggested for the detection of a pair of outlying observations. Their critical values and performance probabilities are obtained at different levels of significance by a simulation technique.

References

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K. Hayes, T. Kinsella (2003) Spurious and non-spurious power in performance criteria for tests of discordancy. 52, 69%E2%80%9382.

N. L. Johnson, S. Kotz, N. Balakrishnan (1994) Continuous Univariate Distribution, Vol. 1.

S. Lalitha, P. Tripathi (2018) Detection of a pair of outliers in a sample from a Gumbel Distribution with known scale parameter. 243-254.

LJRS Volume 23 Issue 19

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Published

2023-12-05

Issue

Vol. 23 No. 19 (2023): LJRS Volume 23 Issue 19

Section

Articles

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Copyright (c) 2023 Authors and Global Journals Private Limited

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This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Outlier Detection Procedures in a Sample from a Gumbel Distribution with Unknown Scale Parameter. (2023). London Journal of Research In Science: Natural and Formal, 23(19), 31-34. https://journalspress.uk/index.php/LJRS/article/view/489