双参数指数分布异常数据的检验

Detection of Outliers from the Two-Parameter Exponential Distribution

  • 摘要: 针对双参数指数分布的异常大数据,给出了一种新的检验方法。寻找到总体参数的具有较好稳健性的估计量,并在此基础上构造出检验统计量,求出了该检验统计量精确的概率密度函数和大样本情形下的近似分布,得到了检验临界值简洁的近似表达式。

     

    Abstract: In this paper, a method of examination for the upper outliers from the two-parameter exponential distribution is discussed. A new test statistic is given. We derive the accurate density function and the approximate distribution of this test statistic.

     

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