Abstract

The problem of discordancy testing for an upper and lower outlier pair in a sample from a gamma distribution with known shape is considered. Three statistics are investigated: the well-known extremal quotient and two likelihood-based procedures. Approximations t o the null distributions of the statistics are obtained where appropriate. The non-null properties are investigated by sensitivity contours and simulation.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.