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