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Likelihood ratio test for discordancy with slippage alternatives

  • Xuming He

Research output: Contribution to journalArticlepeer-review

Abstract

A likelihood ratio test for discordancy in the sample is considered with slippage alternatives. It is shown for a wide class of univariate distributions that only the extreme observations in the sample need to be tested for discordancy. This result provides a firmer support to many commonly used discordancy tests that take only extreme observations as candidates. The problem of testing multiple discordant observations is also discussed.

Original languageEnglish
Pages (from-to)3585-3594
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Volume19
Issue number10
DOIs
StatePublished - 1990

Keywords

  • discordancy
  • exponential family:
  • likelihood ratio test
  • location family
  • outliers
  • slippage alternative

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