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Grubbs

Grubbs' test is a statistical test used to detect outliers in normally distributed univariate data. It works by calculating the largest deviation of values from the mean in units of the standard deviation. If this test statistic is greater than the critical value from the t-distribution for the sample size, then there is an outlier. The test detects one outlier at a time and removes it, iterating until no more outliers are found. It should not be used on samples of six or fewer data points.

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199 views2 pages

Grubbs

Grubbs' test is a statistical test used to detect outliers in normally distributed univariate data. It works by calculating the largest deviation of values from the mean in units of the standard deviation. If this test statistic is greater than the critical value from the t-distribution for the sample size, then there is an outlier. The test detects one outlier at a time and removes it, iterating until no more outliers are found. It should not be used on samples of six or fewer data points.

Uploaded by

Aldrin Hernandez
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Grubbs' test for outliers

From Wikipedia, the free encyclopedia


Grubbs' test (named after Frank E. Grubbs, who published the test in 1950[1]), also known as
the maximum normed residual test or extreme studentized deviate test, is a statistical
test used to detect outliers in a univariate data set assumed to come from a normally
distributed population.

Contents
[hide]

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 and denoting the sample mean and standard deviation,


respectively. The Grubbs test statistic is the largest absolute deviation from the
sample mean in units of the sample standard deviation.
This is the two-sided version of the test. The Grubbs test can also be defined as a
one-sided test. To test whether the minimum value is an outlier, the test statistic is

with Ymin denoting the minimum value. To test whether the maximum value is
an outlier, the test statistic is

with Ymax denoting the maximum value.


For the two-sided test, the hypothesis of no outliers is rejected
at significance level if
with t/(2N),N2 denoting the upper critical value of the t-
distribution with N 2 degrees of freedom and a significance level of
/(2N). For the one-sided tests, replace /(2N) with /N.

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

Grubbs, Frank (February 1969). "Procedures for Detecting


Outlying Observations in Samples". Technometrics.
Technometrics, Vol. 11, No. 1. 11 (1): 1
21. JSTOR 1266761. doi:10.2307/1266761.
Stefansky, W. (1972). "Rejecting Outliers in Factorial
Designs". Technometrics. Technometrics, Vol. 14, No. 2. 14 (2):
469479. JSTOR 1267436. doi:10.2307/1267436.
This article incorporates public domain material from the National
Institute of Standards and Technology website http://www.nist.gov.

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