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Table of Contents Statistical Tests Outlier Tests 4-sigma Area Test | |
See also: survey on statistical tests, outliers, distribution calculator |
+/- 2.5s
If the data values do not belong to a normal distribution, we have to
be more careful in selecting the thresholds for outliers. According to
Chebyshev's
theorem we have to use an interval of +/- 4 standard deviations to
ensure that at least 94 % of the data (of an arbitrary distribution)
fall inside this interval. Please note that these basic tests require at
least 10 observations (better 25, or more).
Based on the interquartile range
The above-mentioned strategies for identifying outliers are probably most appropriate for symmetric unimodal distributions. If a distribution is skewed, it is recommended to calculate the threshold for outliers from the interquartile distance:
x_{0.25} - 1.5 [x_{0.75 }- x_{0.25}] < x_{i} < x_{0.75} + 1.5 [x_{0.75 }- x_{0.25}]
Last Update: 2006-Jän-17