JOURNAL ARTICLE

Detection of Multiple Upper Outliers in Exponential Sample under Slippage Alternative

Abstract

This paper aims to compare the empirical powers of some statistics for detecting multiple upper outliers in exponential samples under slippage alternative.In addition to that we also investigate masking effect for various degree of discordancy parameter.The results which are based on simulation study, indicate that the maximum likelihood ratio test statistic is better than the other statistics followed by Dixon type test statistics to deal with upper outliers in exponential samples.Also in case of combating masking the maximum likelihood ratio test statistic is better and the test proposed by Lalitha and Kumar (2012) precede Dixon type test.

Keywords:
Outlier Slippage Statistics Mathematics Sample (material) Exponential function Econometrics Economics Mathematical analysis Physics Financial economics

Metrics

0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
22
Refs
0.24
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Topics

Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability

Related Documents

JOURNAL ARTICLE

Multiple outlier test for upper outliers in an exponential sample

S. LalithaNirpeksh Kumar

Journal:   Journal of Applied Statistics Year: 2012 Vol: 39 (6)Pages: 1323-1330
JOURNAL ARTICLE

Tests for multiple upper or lower outliers in an exponential sample

Jin Zhang

Journal:   Journal of Applied Statistics Year: 1998 Vol: 25 (2)Pages: 245-255
JOURNAL ARTICLE

Testing for multiple upper and lower outliers in an exponential sample

Nirpeksh KumarChien‐Tai Lin

Journal:   Journal of Statistical Computation and Simulation Year: 2016 Vol: 87 (5)Pages: 870-881
JOURNAL ARTICLE

Test for multiple upper outliers in an exponential sample irrespective of origin

Nirpeksh Kumar

Journal:   Statistics Year: 2011 Vol: 47 (1)Pages: 184-190
JOURNAL ARTICLE

Tests for Multiple Outliers in an Exponential Sample

Chien‐Tai LinN. Balakrishnan

Journal:   Communications in Statistics - Simulation and Computation Year: 2013 Vol: 43 (4)Pages: 706-722
© 2026 ScienceGate Book Chapters — All rights reserved.