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Detection of a pair of outliers in a sample from a Gumbel distribution with known scale parameter
Authors:S Lalitha  Pratyasha Tripathi
Institution:Department of Statistics, University of Allahabad, Allahabad, Uttar Pradesh, India
Abstract:Test procedures on outlier detection problems for Gumbel distribution are rarely available. Hence, a test statistic is proposed here for detection of a pair of upper and lower outliers from a Gumbel distribution with known scale parameter. The critical values of the statistic are obtained and some examples are also given to highlight the use of the statistic. The advantage of the proposed statistic is that the scale parameter, though assumed to be known is not explicitly involved in the determination of the critical values.
Keywords:Outliers  extreme value distributions  discordant observation  Gumbel distribution  Newton Raphson method  slippage alternative
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