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dc.contributor.advisorScharf, Louis
dc.contributor.authorSleeper, Andrew D.
dc.contributor.committeememberBoes, Duane
dc.contributor.committeememberBreidt, Jay
dc.contributor.committeememberJayasumana, Anura
dc.date.accessioned2020-01-13T16:41:54Z
dc.date.available2022-01-07T16:41:53Z
dc.date.issued2019
dc.description2019 Fall.
dc.descriptionIncludes bibliographical references.
dc.description.abstractWhen testing for the discordancy of a single observed value, a test based on large values of the maximum absolute studentized residual (MASR) or maximum squared studentized residual (MSSR) is known to be optimal, by maximizing the probability of correctly identifying an outlying value, while controlling the risk of a false identification to α. The exact distribution of MASR and MSSR is not known. In its place, the first Bonferroni bound on the distribution of these statistics is commonly used as an outlier test; see Grubbs (1950). We present new approximations to the distribution of MASR or MSSR, based on saddlepoint approximations of the density of statistics calculated from truncated normal random variables. These approximations are developed in three settings: a one-sample case, univariate regression, and multivariate regression. In comparisons with three versions of Bonferroni bounds and a Monte Carlo simulation, the saddlepoint approximations are shown to perform well in a wide range of situations, especially at larger sample size. The saddlepoint approximations also calculate faster than the improved versions of Bonferroni bounds.
dc.format.mediumborn digital
dc.format.mediumdoctoral dissertations
dc.identifierSleeper_colostate_0053A_15785.pdf
dc.identifier.urihttps://hdl.handle.net/10217/199812
dc.languageEnglish
dc.publisherColorado State University. Libraries
dc.relation.ispartof2000-2019 - CSU Theses and Dissertations
dc.rightsCopyright of the original work is retained by the author.
dc.rights.accessEmbargo Expires: 01/07/2022
dc.subjectdiscordancy test
dc.subjectsaddlepoint approximation
dc.subjectoutlier test
dc.subjectBonferroni bounds
dc.titleOutlier discordancy tests based on saddlepoint approximations
dc.typeText
dcterms.embargo.expires2022-01-07
dcterms.rights.dplaThe copyright and related rights status of this Item has not been evaluated (https://rightsstatements.org/vocab/CNE/1.0/). Please refer to the organization that has made the Item available for more information.
thesis.degree.disciplineStatistics
thesis.degree.grantorColorado State University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy (Ph.D.)


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