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Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation

Communications in Statistics - Simulation and ComputationPublished 1 January 1988
Linda W. Jennings, Dean M. Young
Citations17
SJR quartileQ2
SJR score0.43
SNIP1.00

Abstract

The Institute of Mathematical Statistics has published a table of critical values for the multivariate extreme deviate test. However, the critical values, derived by a Monte Carlo simulation, are given for only the dimensions 2 through 5. We present new critical values for the dimensions 6 through 10, 12, 15, and 20. The results are presented in both table and graphical form. All critical values for the test statistic have been generated by a Monte Carlo simulation using 10,000 observations per case. An example is presented using the new critical values.

Keywords

MathematicsDecision Sciences