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The Null Distribution of a Test for Two Upper Outliers in an Exponential Sample

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  • A. C. Kimber
  • H. J. Stevens

Abstract

The null distribution of the maximum likelihood ratio test statistic for two upper outliers in an exponential sample is derived. Percentage points are tabulated and a simple inequality for the significance probability is given. The performance of this test is compared with that of the Shapiro–Wilk W‐test for exponentiality using sensitivity contours.

Suggested Citation

  • A. C. Kimber & H. J. Stevens, 1981. "The Null Distribution of a Test for Two Upper Outliers in an Exponential Sample," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 30(2), pages 153-157, June.
    • Handle: RePEc:bla:jorssc:v:30:y:1981:i:2:p:153-157
    DOI: 10.2307/2346385
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    Cited by:

    1. Nirpeksh Kumar, 2013. "A procedure for testing suspected observations," Statistical Papers, Springer, vol. 54(2), pages 471-478, May.
    2. Chien-Tai Lin & Ying-Chen Lee & Narayanaswamy Balakrishnan, 2019. "Package mTEXO for testing the presence of outliers in exponential samples," Computational Statistics, Springer, vol. 34(2), pages 803-818, June.
    3. Lin, Chien-Tai & Balakrishnan, N., 2009. "Exact computation of the null distribution of a test for multiple outliers in an exponential sample," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3281-3290, July.
    4. Jin Zhang, 1998. "Tests for multiple upper or lower outliers in an exponential sample," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 245-255.
    5. Chien-Tai Lin & Shih-Chun Wang, 2015. "Discordancy tests for two-parameter exponential samples," Statistical Papers, Springer, vol. 56(2), pages 569-582, May.
    6. Nirpeksh Kumar, 2019. "Exact distributions of tests of outliers for exponential samples," Statistical Papers, Springer, vol. 60(6), pages 2031-2061, December.
    7. Jong-Wuu Wu, 2001. "A note on determining the number of outliers in an exponential sample by least squares procedure," Statistical Papers, Springer, vol. 42(4), pages 489-503, October.

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