The use of hermite special functions for investigation of power properties of grubbs statistics

We consider a normal sample with a single upper outlier. A distribution of studentized form of outlier’s deviation from the sample mean is obtained. This distribution uses Hermite special functions with negative integer-valued index. The integral relationships for David’s power measures of Grubbs cr...

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Bibliographic Details
Main Author: Ludmila K Shiryaeva
Format: Article
Language:English
Published: Samara State Technical University 2012-12-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Subjects:
Online Access:https://journals.eco-vector.com/1991-8615/article/viewFile/20827/17086