Abstract
The sensitivity and the specificity of four outlier scores were studied for four different discordancy tests. The outlier scores were the Mahalanobis distance, a robust version of the Mahalanobis distance, and two measures tailored to discrete data, known as O+and G+. The discordancy tests were Tukey’s fences (a.k.a. boxplot). Tukey’s fences with adjustment for skewness (adjusted boxplot), the generalized extreme studentized deviate (ESD), and the transformed ESD (ESD-T). Outlier scores O+and G+performed better than the Mahalanobis distance and its robust version. Discordancy tests ESD-T and adjusted boxplot were advocated for high specificity and ESD for high sensitivity.
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