Some Grubbs-Type Statistics for the Detection of Several Outliers

Abstract

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.