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Título del libro: Proceedings Of The 16th International Association For Mathematical Geosciences - Geostatistical And Geospatial Approaches For The Characterization Of Natural Resources In The Environment: Challenges, Processes And Strategies, Iamg 2014
Título del capítulo: Comparative performance of thirteen single outlier discordancy tests from Monte Carlo simulations

Autores UNAM:
SURENDRA PAL VERMA JAISWAL;
Autores externos:

Idioma:
Inglés
Año de publicación:
2014
Palabras clave:

Higher order statistics; Intelligent systems; Natural resources; Statistical methods; Statistics; Uncertainty analysis; Dixon; Grubbs; Kurtosis; Outlier rejection; Skewness; Monte Carlo methods


Resumen:

We evaluated the performance of thirteen single extreme outlier statistical discordancy tests (Grubbs-type N1, N2, N4; Dixon-type N7, N8, N9, N10; and high-order moment statistics skewness N14 and kurtosis N15) using highly precise and accurate Monte Carlo simulations for 20,000,000 replications and 102 independent simulation experiments. Our simulation errors and total uncertainties were extremely low for normal samples of sizes 5 to 20 involving a simple statistical contamination of one datum resulting from a parameter called d from ±0.1 up to ±20 for modeling the slippage of central tendency or another parametere from ±1.1 up to ±200 for the slippage of dispersion. Both criteria - Power of Test proposed by Hayes and Kinsella [1] and Test Performance Criterion of Barnett and Lewis [2] were used. Our results indicate that the Dixon tests perform less well than the Grubbs-type, skewness, and kurtosis tests. © 2014, Capital Publishing Company.


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