Tests for Multiple Outliers in an Exponential Sample

Abstract

By applying the recursion of Huffer (1988) repeatedly, we propose an algorithm for evaluating the null joint distribution of Dixon-type test statistics for testing discordancy of k upper outliers in exponential samples. By using the critical values of Dixon-type test statistics determined from the proposed algorithm and those of Cochran-type test statistics presented earlier by Lin and Balakrishnan (2009), we carry out an extensive Monte Carlo study to investigate the powers and the error probabilities for the effects of masking and swamping when the number of outliers k = 2 and 3. Based on our empirical findings, we recommend Rosner’s (1975) sequential test procedure based on Dixon-type test statistics for testing multiple outliers from an exponential distribution.

Keywords:

• Critical values
• Exponential distribution
• Masking effect
• Outliers
• Sequential testing
• Spacings
• Swamping effect

Mathematics Subject Classification: