Showing papers on "Outlier published in 1969"

Investigation of Rules for Dealing With Outliers in Small Samples from the Normal Distribution: I: Estimation of the Mean

Abstract: The performance of three rules for dealing with outliers in small samples of size n from the normal distribution N(μ, σ2) are investigated when the primary objective of sampling is to obtain an accurate estimate of μ. It is assumed that at most one observation in the sample may be biased, arising from either N(μ + aσ, σ2) or N(r, (1 + b)σ2). Performance of each rule is measured in terms of “Protection”, the fractional decrease in the Mean Square Error (MSE) obtained by using the rule when a biased observation actually is present in the sample. Although numerical results have been obtained for n ≤ 10 when σ2 is known, computational difficulties have prevented evaluation of protections when σ2 is unknown except when n = 3.