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  2. Grubbs's test - Wikipedia

    en.wikipedia.org/wiki/Grubbs's_test

    However, multiple iterations change the probabilities of detection, and the test should not be used for sample sizes of six or fewer since it frequently tags most of the points as outliers. [3] Grubbs's test is defined for the following hypotheses: H 0: There are no outliers in the data set H a: There is exactly one outlier in the data set

  3. Dixon's Q test - Wikipedia

    en.wikipedia.org/wiki/Dixon's_Q_test

    However, at 95% confidence, Q = 0.455 < 0.466 = Q table 0.167 is not considered an outlier. McBane [ 1 ] notes: Dixon provided related tests intended to search for more than one outlier, but they are much less frequently used than the r 10 or Q version that is intended to eliminate a single outlier.

  4. Studentized residual - Wikipedia

    en.wikipedia.org/wiki/Studentized_residual

    This is an important technique in the detection of outliers. It is among several named in honor of William Sealey Gosset, who wrote under the pseudonym "Student" (e.g., Student's distribution). Dividing a statistic by a sample standard deviation is called studentizing, in analogy with standardizing and normalizing.

  5. Leverage (statistics) - Wikipedia

    en.wikipedia.org/wiki/Leverage_(statistics)

    High-leverage points, if any, are outliers with respect to the independent variables. That is, high-leverage points have no neighboring points in R p {\displaystyle \mathbb {R} ^{p}} space, where p {\displaystyle {p}} is the number of independent variables in a regression model.

  6. Robust regression - Wikipedia

    en.wikipedia.org/wiki/Robust_regression

    The M in M-estimation stands for "maximum likelihood type". The method is robust to outliers in the response variable, but turned out not to be resistant to outliers in the explanatory variables (leverage points). In fact, when there are outliers in the explanatory variables, the method has no advantage over least squares.

  7. Cochran's C test - Wikipedia

    en.wikipedia.org/wiki/Cochran's_C_test

    Cochran's test, [1] named after William G. Cochran, is a one-sided upper limit variance outlier statistical test .The C test is used to decide if a single estimate of a variance (or a standard deviation) is significantly larger than a group of variances (or standard deviations) with which the single estimate is supposed to be comparable.

  8. Cook's distance - Wikipedia

    en.wikipedia.org/wiki/Cook's_distance

    In statistics, Cook's distance or Cook's D is a commonly used estimate of the influence of a data point when performing a least-squares regression analysis. [1] In a practical ordinary least squares analysis, Cook's distance can be used in several ways: to indicate influential data points that are particularly worth checking for validity; or to indicate regions of the design space where it ...

  9. Outlier - Wikipedia

    en.wikipedia.org/wiki/Outlier

    In general, if the nature of the population distribution is known a priori, it is possible to test if the number of outliers deviate significantly from what can be expected: for a given cutoff (so samples fall beyond the cutoff with probability p) of a given distribution, the number of outliers will follow a binomial distribution with parameter ...