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Teacher's Corner

A Matrix Formulation on How Deviant an Observation Can Be

Pages 205-209 | Received 01 Jul 1990, Published online: 27 Feb 2012
 

Abstract

There have been many studies on the detection of outliers. In one of the very early articles it was shown that the deviation of any particular observation from the mean is bounded by a multiple of the standard deviation. This result is simple and has resulted in periodic rediscoveries, coupled with a variety of alternative proofs. We provide a historical review of these various methods, and then pose yet another proof that may have some intrinsic interest.

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