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  2. 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.

  3. Peirce's criterion - Wikipedia

    en.wikipedia.org/wiki/Peirce's_criterion

    In data sets containing real-numbered measurements, the suspected outliers are the measured values that appear to lie outside the cluster of most of the other data values. The outliers would greatly change the estimate of location if the arithmetic average were to be used as a summary statistic of location.

  4. Grubbs's test - Wikipedia

    en.wikipedia.org/wiki/Grubbs's_test

    Grubbs's test is based on the assumption of normality. That is, one should first verify that the data can be reasonably approximated by a normal distribution before applying the Grubbs test. [2] Grubbs's test detects one outlier at a time. This outlier is expunged from the dataset and the test is iterated until no outliers are detected.

  5. Chauvenet's criterion - Wikipedia

    en.wikipedia.org/wiki/Chauvenet's_criterion

    The idea behind Chauvenet's criterion finds a probability band that reasonably contains all n samples of a data set, centred on the mean of a normal distribution.By doing this, any data point from the n samples that lies outside this probability band can be considered an outlier, removed from the data set, and a new mean and standard deviation based on the remaining values and new sample size ...

  6. 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.

  7. Anomaly detection - Wikipedia

    en.wikipedia.org/wiki/Anomaly_detection

    Also referred to as frequency-based or counting-based, the simplest non-parametric anomaly detection method is to build a histogram with the training data or a set of known normal instances, and if a test point does not fall in any of the histogram bins mark it as anomalous, or assign an anomaly score to test data based on the height of the bin ...

  8. Normal probability plot - Wikipedia

    en.wikipedia.org/wiki/Normal_probability_plot

    Normal probability plots are made of raw data, residuals from model fits, and estimated parameters. A normal probability plot. In a normal probability plot (also called a "normal plot"), the sorted data are plotted vs. values selected to make the resulting image look close to a straight line if the data are approximately normally distributed.

  9. Jackknife resampling - Wikipedia

    en.wikipedia.org/wiki/Jackknife_resampling

    Schematic of Jackknife Resampling. In statistics, the jackknife (jackknife cross-validation) is a cross-validation technique and, therefore, a form of resampling.It is especially useful for bias and variance estimation.