论文信息 - A Recursive Algorithm for Null Distributions for Outliers: I. Gamma Samples

A Recursive Algorithm for Null Distributions for Outliers: I. Gamma Samples

A recursive method is described, which may be used to obtain certain distributional results relating to order statistics. The procedure is applied to gamma samples to obtain null distributions of various statistics appropriate for the testing of single and multiple outliers, and some useful inequalities for tail probabilities.

N. R. J. Fieller | T. Lewis | T. Lewis | N. Fieller

[1] H. Hartley,et al. Tests of significance in harmonic analysis. , 1949, Biometrika.

[2] G. Enderlein. Wilks, S. S.: Mathematical Statistics. J. Wiley and Sons, New York–London 1962; 644 S., 98 s , 1964 .

[3] W. G. Cochran. The distribution of the largest of a set of estimated variances as a fraction of their total , 1941 .

[4] J. Likeš. Distribution of Dixon’s statistics in the case of an exponential population , 1967 .

[5] Andre G. Laurent,et al. Conditional Distribution of Order Statistics and Distribution of the Reduced $i$th Order Statistic of the Exponential Model , 1963 .

[6] B. Epstein. Tests for the Validity of the Assumption that the Underlying Distribution of Life is Exponential: Part II , 1960 .

[7] W. J. Dixon,et al. Analysis of Extreme Values , 1950 .

[8] B. Epstein. Tests for the Validity of the Assumption that the Underlying Distribution of Life is Exponential Part I , 1960 .

[9] D. G. Kabe. Testing outliers from an exponential population , 1970 .