caa a22 4500 386350353 CHVBK 20180307111827.0 cr unu---uuuuu 161130e198901 xx s 000 0 eng 10.1017/S0269964800001042 doi S0269964800001042 pii (NATIONALLICENCE)cambridge-10.1017/S0269964800001042 Angus John E. Hughes Aircraft Co. Fullerton, California 92634 Some Asymptotic Analysis of Resistant Rules For Outlier Labeling [Elektronische Daten] [John E. Angus] Previous studies have examined the behavior of outlier detection rules for symmetric distributions that label as "outside” any observations that fall outside the interval [FL - k(Fu - FL), Fu + k(Fu - FL)], where FL and FU are functions of the order statistics estimating the 0.25 and 0.75 quantiles of the distribution underlying the i.i.d. sample. A measure of the performance of this type of rule is the "some-outside rate” per sample computed with respect to a given (usually Gaussian) null distribution. The "some-outside rate” (SOR) per sample is the probability that the sample will contain one or more observations labeled as "outside,” given that the null distribution is the true distribution. In this paper, asymptotic expansions of k = kn as a function of n that guarantee an asymptotically constant, prespecified SOR are given for a variety of symmetric null distributions including the Gaussian, double exponential, logistic, and Cauchy distributions. The main theorem also applies to the case of a nonsymmetric null distribution by slightly modifying the labeling rule. Copyright © Cambridge University Press 1989 Probability in the Engineering and Informational Sciences Cambridge University Press 3/1(1989-01), 157-164 0269-9648 3:1<157 1989 3 PES https://doi.org/10.1017/S0269964800001042 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0269964800001042 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Angus John E. Hughes Aircraft Co. Fullerton, California 92634 NATIONALLICENCE 773 0- Probability in the Engineering and Informational Sciences Cambridge University Press 3/1(1989-01), 157-164 0269-9648 3:1<157 1989 3 PES CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge