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Grubbs' Outlier Test

Grubbs' Outlier Test is a statistical method used to identify outliers in normally distributed data by checking the largest absolute deviation from the mean. The test requires calculating a test statistic and comparing it to critical values, which vary based on sample size and significance level. A one-sided alternative test is also available to evaluate either the minimum or maximum value in the dataset.

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Jose Adán Abdala Palma
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138 views2 pages

Grubbs' Outlier Test

Grubbs' Outlier Test is a statistical method used to identify outliers in normally distributed data by checking the largest absolute deviation from the mean. The test requires calculating a test statistic and comparing it to critical values, which vary based on sample size and significance level. A one-sided alternative test is also available to evaluate either the minimum or maximum value in the dataset.

Uploaded by

Jose Adán Abdala Palma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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21/1/25, 10:23 Grubbs' Outlier Test

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Home Statistical Tests Outlier Tests Grubbs' Outlier Test Index

See also: Outlier Test - Dean and Dixon, Significance of Outliers

Grubbs' Outlier Test


Grubbs' outlier test (Grubbs 1969 and Stefansky 1972 ) checks normally distributed data for outliers.
This implies that one has to check whether the data show a normal distribution before applying the Grubbs test.
The Grubbs test always checks the value which shows the largest absolute deviation from the mean. If an
outlier has been identified and removed, the test must not be repeated without adapting the critical value.

The application of the test is quite simple and straightforward: one searches the maximum of the absolute
differences between the values xi and the mean . The result is divided by the standard deviation of the
sample. If the resulting test statistic g is greater than the critical value, the corresponding value can be regarded
to be an outlier. An extract of the critical values is shown in the following table:

gcrit gcrit gcrit gcrit gcrit gcrit


n n n
α=0.05 α=0.01 α=0.05 α=0.01 α=0.05 α=0.01
3 1.1543 1.1547 15 2.5483 2.8061 80 3.3061 3.6729
4 1.4812 1.4962 16 2.5857 2.8521 90 3.3477 3.7163
5 1.7150 1.7637 17 2.6200 2.8940 100 3.3841 3.7540
6 1.8871 1.9728 18 2.6516 2.9325 120 3.4451 3.8167
7 2.0200 2.1391 19 2.6809 2.9680 140 3.4951 3.8673
8 2.1266 2.2744 20 2.7082 3.0008 160 3.5373 3.9097
9 2.2150 2.3868 25 2.8217 3.1353 180 3.5736 3.9460
10 2.2900 2.4821 30 2.9085 3.2361 200 3.6055 3.9777
11 2.3547 2.5641 40 3.0361 3.3807 300 3.7236 4.0935
12 2.4116 2.6357 50 3.1282 3.4825 400 3.8032 4.1707
13 2.4620 2.6990 60 3.1997 3.5599 500 3.8631 4.2283
14 2.5073 2.7554 70 3.2576 3.6217 600 3.9109 4.2740

There is a one-sided alternative which allows to test either the minimum xmin or the maximum xmax of the entire
data set. The test statistics calculates according to the following formulas:

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21/1/25, 10:23 Grubbs' Outlier Test
A value can be regarded an outlier if the statistic g is greater than the critical value. Please note that in the case
of the one-sided test the critical values are different. An extract is given below:

gcrit gcrit gcrit gcrit gcrit gcrit


n n n
α=0.05 α=0.01 α=0.05 α=0.01 α=0.05 α=0.01
3 1.1531 1.1546 15 2.4090 2.7049 80 3.1319 3.5208
4 1.4625 1.4925 16 2.4433 2.7470 90 3.1733 3.5632
5 1.6714 1.7489 17 2.4748 2.7854 100 3.2095 3.6002
6 1.8221 1.9442 18 2.5040 2.8208 120 3.2706 3.6619
7 1.9381 2.0973 19 2.5312 2.8535 140 3.3208 3.7121
8 2.0317 2.2208 20 2.5566 2.8838 160 3.3633 3.7542
9 2.1096 2.3231 25 2.6629 3.0086 180 3.4001 3.7904
10 2.1761 2.4097 30 2.7451 3.1029 200 3.4324 3.8220
11 2.2339 2.4843 40 2.8675 3.2395 300 3.5525 3.9385
12 2.2850 2.5494 50 2.9570 3.3366 400 3.6339 4.0166
13 2.3305 2.6070 60 3.0269 3.4111 500 3.6952 4.0749
14 2.3717 2.6585 70 3.0839 3.4710 600 3.7442 4.1214

Home Statistical Tests Outlier Tests Grubbs' Outlier Test

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