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Exact computation of the null distribution of a...
Journal article

Exact computation of the null distribution of a test for multiple outliers in an exponential sample

Abstract

Through a systematic application of the recursion of Huffer [Huffer, F., 1988. Divided differences and the joint distribution of linear combinations of spacings. Journal of Applied Probability 25, 346–354], we present an algorithm for evaluating the exact null distribution of the test statistic proposed by Kimber [Kimber, A.C., 1982. Tests for many outliers in an exponential sample. Applied Statistics 31, 263–271] for the testing of up to k …

Authors

Lin C-T; Balakrishnan N

Journal

Computational Statistics & Data Analysis, Vol. 53, No. 9, pp. 3281–3290

Publisher

Elsevier

Publication Date

July 2009

DOI

10.1016/j.csda.2009.02.013

ISSN

0167-9473