Represents a Generalized Extreme Studentized Deviate (ESD) test
for multiple outliers in a sample.
SystemObject Extreme.Statistics.TestsHypothesisTest Extreme.Statistics.TestsOneSampleTestDouble Extreme.Statistics.TestsOneSampleTest Extreme.Statistics.TestsGeneralizedEsdTest
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public class GeneralizedEsdTest : OneSampleTest
Public Class GeneralizedEsdTest
public ref class GeneralizedEsdTest : public OneSampleTest
type GeneralizedEsdTest =
The GeneralizedEsdTest type exposes the following members.
Use the GeneralizedEsdTest class to test
whether a sample contains one or more outliers.
Unlike the GrubbsTest, which tests for exactly one
outlier, the generalized ESD test can test for several
outliers. The maximum number of outliers that should be detected
is supplied by the user.
The generalized ESD test is unlike other hypothesis tests in that it
consists of a collection of tests, one for each number of outliers.
The number of outliers to test for must be supplied in the constructor.
Running the test consists of running multiple individual tests for
1 up to the specified number of outliers. If a test is found to be
significant, that number is retained, and the results of that test
are used as the overall test results.
The GetTest(Int32) method can be used to access the
individual test results.