Likelihood ratio test for discordancy with slippage alternatives |
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Authors: | Xuming He |
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Institution: | Department of Mathematics , National University of Singapore , 10 Kent Ridge Crescent, 0511, Singapore |
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Abstract: | A likelihood ratio test for discordancy in the sample is considered with slippage alternatives. It is shown for a wide class of univariate distributions that only the extreme observations in the sample need to be tested for discordancy. This result provides a firmer support to many commonly used discordancy tests that take only extreme observations as candidates. The problem of testing multiple discordant observations is also discussed. |
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Keywords: | discordancy eexponential family likelihood ratio test location family outliers slippage alternative |
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