Bayesian approaches to the detection of outliers in poisson samples |
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Authors: | L.I. Pettit |
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Affiliation: | Department of Mathematical Studies , Goldsmith’ College,University of London , London, New Cross, SE14 6NW, U.K |
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Abstract: | This paper is concerned with the detection of upper outliers in a Poisson sample.The approach is Bayesian throughout. It is supposed that a small number of observations are contaminated, that is they are generated from a Poisson sample with mean inflated by a factor §.Bayes factors for the cases when (i) § is known, (ii) it is given a proper conjugate prior or (iii) it is completely unknown are discussed. It is suggested, in contrast to classical approaches, that transforming the data to normality does not simplify the problem. |
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Keywords: | Bayes factor Imaginary observation Outliers |
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