Some Grubbs-Type Statistics for the Detection of Several Outliers

Several widely used tests for outlying observations are reviewed. Problems of repeated application and “masking” are described. Suggested as appropriate to over-come these problems are two new statistics: Lk which is based on the k largest (observed) values and Ek which is based on the k largest (in absolute value) residuals. Tables of approximate critical values for these statistics are given for 0.01, .025,0.05, and 0.10 levels of significance and for sample size n = 3 (1) 20 (5) 50.