Search results
Results from the WOW.Com Content Network
If δ ≤ Rejection Region, the data point is not an outlier. The modified Thompson Tau test is used to find one outlier at a time (largest value of δ is removed if it is an outlier). Meaning, if a data point is found to be an outlier, it is removed from the data set and the test is applied again with a new average and rejection region.
To apply a Q test for bad data, arrange the data in order of increasing values and calculate Q as defined: Q = gap range {\displaystyle Q={\frac {\text{gap}}{\text{range}}}} Where gap is the absolute difference between the outlier in question and the closest number to it.
The interquartile range is often used to find outliers in data. Outliers here are defined as observations that fall below Q1 − 1.5 IQR or above Q3 + 1.5 IQR. In a boxplot, the highest and lowest occurring value within this limit are indicated by whiskers of the box (frequently with an additional bar at the end of the whisker) and any outliers ...
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 ...
A simple example is fitting a line in two dimensions to a set of observations. Assuming that this set contains both inliers, i.e., points which approximately can be fitted to a line, and outliers, points which cannot be fitted to this line, a simple least squares method for line fitting will generally produce a line with a bad fit to the data including inliers and outliers.
If data are placed in order, then the lower quartile is central to the lower half of the data and the upper quartile is central to the upper half of the data. These quartiles are used to calculate the interquartile range, which helps to describe the spread of the data, and determine whether or not any data points are outliers.
In statistics, Grubbs's test or the Grubbs test (named after Frank E. Grubbs, who published the test in 1950 [1]), also known as the maximum normalized residual test or extreme studentized deviate test, is a test used to detect outliers in a univariate data set assumed to come from a normally distributed population.
The sample maximum and minimum are the least robust statistics: they are maximally sensitive to outliers.. This can either be an advantage or a drawback: if extreme values are real (not measurement errors), and of real consequence, as in applications of extreme value theory such as building dikes or financial loss, then outliers (as reflected in sample extrema) are important.