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A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample

Author

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  • Mahmoudvand, Rahim
  • Hassani, Hossein

Abstract

In this paper, we introduce a new approximation for the null distribution of the likelihood ratio test for the general case. We compare the the critical values obtained by the new approximation to the values which are obtained by the exact distribution for the cases k=1, 2 to test the accuracy of the new approximation. Also, we compare the results to another approximation method (which is known by Barnett and Lewis (1994)) for the cases k=3,4.

Suggested Citation

  • Mahmoudvand, Rahim & Hassani, Hossein, 2005. "A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample," MPRA Paper 5778, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:5778
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    File URL: https://mpra.ub.uni-muenchen.de/5778/1/MPRA_paper_5778.pdf
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    References listed on IDEAS

    as
    1. Jin Zhang & Keming Yu, 2006. "The null distribution of the likelihood-ratio test for one or two outliers in a normal sample," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 141-150, June.
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    Cited by:

    1. Aganbegyan, Abel (Аганбегян, Абел), 2017. "On Tax Reform [О Налоговой Реформе]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 114-133, February.

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    More about this item

    Keywords

    Likelihood Ratio Test; Outlier; Approximation; Normal Sample;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • Z00 - Other Special Topics - - General - - - General

    Statistics

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