t test for outlier detection
- From: Tim vor der Brück <nospam@xxxxxxxxx>
- Date: Tue, 31 Jul 2007 12:14:26 +0200
t test for detecting outliers.
Hi, it is possible to use a test for outlier detection in the
following way?
Consider the case we want to detect an outlier in
a set of n data points:
(p1,...,pN).
Consider x as outlier if
x- mean(x)
------------ > critical value
sqrt(var(x))
x- mean(x)
------------ < critical value
sqrt(var(x))
critical_value=t(1-alpha/2,N-1)
Most standard outlier test cannot be used to remove more than a single point or cannot be used for small data sets. However a t-test is usually unproblematic. Since if the degrees of freedom are small, a higher
value is needed to become an outlier which is quite what is expected.
Thanks for any remarks,
Tim.
.
- Follow-Ups:
- Re: t test for outlier detection
- From: Russell
- Re: t test for outlier detection
- From: Jack Tomsky
- Re: t test for outlier detection
- From: Paige Miller
- Re: t test for outlier detection
- Prev by Date: Re: Cauchit function
- Next by Date: Re: t test for outlier detection
- Previous by thread: The maximum of n variables of normal distribution
- Next by thread: Re: t test for outlier detection
- Index(es):