TESTING FOR OUTLIERS BASED ON BAYES RULE

Giampaolo E. D'Errico

Abstract

A Bayesian treatment of conjectured outlying observations is developed, using the computational device of inverse probability. The device's performance is discussed in term of posterior probability of missed or false detections. The key role of prior probability is shown through a numerical example.

Keywords

outliers, Bayesian testing

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IMEKO-WC-2009-TC21-624.pdf

DOI

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IMEKO TC

TC21 - Mathematical Tools for Measurements

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