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峰度为小样本中的异常值提供了一个很好的综合检验。

Kurtosis provides a good omnibus test for outliers in small samples.

作者信息

Livesey John H

机构信息

Endolab, 21 St. Asaph St., Christchurch Hospital, Private Bag 4710, Christchurch, New Zealand.

出版信息

Clin Biochem. 2007 Sep;40(13-14):1032-6. doi: 10.1016/j.clinbiochem.2007.04.003. Epub 2007 Apr 19.

DOI:10.1016/j.clinbiochem.2007.04.003
PMID:17499683
Abstract

OBJECTIVES

To compare the power of the Healy, single-outlier Grubbs, skewness and kurtosis tests for outliers and their applicability to quality control (QC).

DESIGN AND METHODS

Power to detect outliers was calculated in simulated samples of twenty normal variates, one or two of which were shifted in mean or increased in variance.

RESULTS

All tests showed similar power against a single outlier. For two outliers shifted in the same direction, skewness then kurtosis were the most powerful; for outliers shifted in opposite directions, Healy's method was just superior to kurtosis. For two outliers of increased variance, these two methods were first equal.

CONCLUSIONS

Where the number of outliers is unknown the kurtosis test for outliers is more versatile than the Grubbs test as it has greater power where there is more than one outlier, a similar power when there is just one outlier, and a similar performance in QC.

摘要

目的

比较希利检验、单异常值格拉布斯检验、偏度和峰度检验检测异常值的效能及其在质量控制(QC)中的适用性。

设计与方法

在20个正态变量的模拟样本中计算检测异常值的效能,其中1个或2个变量的均值发生偏移或方差增大。

结果

所有检验对单个异常值显示出相似的效能。对于两个向同一方向偏移的异常值,偏度检验和峰度检验的效能最高;对于向相反方向偏移的异常值,希利检验方法略优于峰度检验。对于两个方差增大的异常值,这两种方法的效能最初相同。

结论

在异常值数量未知的情况下,异常值的峰度检验比格拉布斯检验更通用,因为当存在多个异常值时它具有更高的效能,当只有一个异常值时具有相似的效能,并且在质量控制中具有相似的性能。

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