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Effect of equicorrelation in detecting a spurious observation |
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| Authors: | M S Srivastava |
| Abstract: | This note examines the effect of equicorrelation of the observations on Grubbs' (1950) procedure of detecting an outlier in a sample of n independent observations. It is shown that the procedure is robust, in fact the significance level remains unchanged. |
| Keywords: | Outliers equicorrelation robustness detecting an outlier spurious observation |