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Contents
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1Definition
2Related techniques
3See also
4References
Definition[edit]
Grubbs' test is based on the assumption of normality. That is, one should first verify that the
data can be reasonably approximated by a normal distribution before applying the Grubbs'
test.[2]
Grubbs' test detects one outlier at a time. This outlier is expunged from the dataset and the test
is iterated until no outliers are detected. However, multiple iterations change the probabilities of
detection, and the test should not be used for sample sizes of six or fewer since it frequently
tags most of the points as outliers.
Grubbs' test is defined for the hypothesis:
H0: There are no outliers in the data set
Ha: There is exactly one outlier in the data set
The Grubbs' test statistic is defined as:
with Ymin denoting the minimum value. To test whether the maximum value is
an outlier, the test statistic is
Related techniques[edit]
Several graphical techniques can, and should, be used to detect
outliers. A simple run sequence plot, a box plot, or a histogram should
show any obviously outlying points. A normal probability plot may also
be useful.
References[edit]
1. Jump up^ Grubbs, Frank E. (1950). "Sample criteria for testing
outlying observations". Annals of Mathematical Statistics. 21 (1):
2758. doi:10.1214/aoms/1177729885.
2. Jump up^ Quoted from the Engineering and Statistics Handbook,
paragraph
1.3.5.17, http://www.itl.nist.gov/div898/handbook/eda/section3/eda3
5h.htm