The null distribution of the likelihood-ratio test for two upper outliers in a gamma sample

Abstract

For testing k upper outliers in a sample from a gamma distribution, the sampling distribution of the likelihood-ratio statistic has not been obtained so far unless k = 1 or in the case of an exponential distribution. The exact null distribution for k = 2 is found in this paper, and extensive critical values are tabulated.

Keywords:

• Outliers
• Sampling distribution
• Critical values
• Gamma distribution

Acknowledgements

This research is partially supported by the National Sciences and Engineering Research Council of Canada. The author would like to thank a referee for helpful comments and suggestions, which significantly improved the presentation of this article.