Abstract
The exact null distributions of test statistics used for testing up to upper outliers in a two-parameter Laplace sample are investigated. Two types of test statistics, namely, the modified Murphy’s test for k upper normal outliers and the general Dixon-type test statistic discussed by Childs, are considered. Utilizing the result of conditional independence of blocked ordered data established by Iliopoulos and Balakrishnan, together with the computational algorithm of Huffer and Lin for distributions of linear combinations of exponential variables, exact critical values of test statistics for testing discordancy of k upper outliers in two-parameter Laplace samples are obtained. For illustration, some examples with pertinent computational details are finally presented.
Acknowledgments
The authors express their sincere thanks to reviewers for their valuable comments and suggestions on an earlier version of this manuscript which led to this improved version. We also thank Mr. Yen-Chou Chen for the help on numerical checking.