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Research Article Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations Surendra P. Verma, 1 Lorena Díaz-González, 2 Mauricio Rosales-Rivera, 3 and Alfredo Quiroz-Ruiz 4 1 Departamento de Sistemas Energ´ eticos, Instituto de Energ´ ıas Renovables, Universidad Nacional Aut´ onoma de M´ exico, 62580 Temixco, MOR, Mexico 2 Facultad de Ciencias, Universidad Aut´ onoma del Estado de Morelos, 62209 Cuernavaca, MOR, Mexico 3 Posgrado en Ciencias, Facultad de Ciencias, Universidad Aut´ onoma del Estado de Morelos, 62209 Cuernavaca, MOR, Mexico 4 Departamento de Computaci´ on, Instituto de Energ´ ıas Renovables, Universidad Nacional Aut´ onoma de M´ exico, 62580 Temixco, MOR, Mexico Correspondence should be addressed to Surendra P. Verma; [email protected] Received 18 October 2013; Accepted 5 December 2013; Published 11 March 2014 Academic Editors: J. Pacheco and Z. Wu Copyright © 2014 Surendra P. Verma et al. is is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Using highly precise and accurate Monte Carlo simulations of 20,000,000 replications and 102 independent simulation experiments with extremely low simulation errors and total uncertainties, we evaluated the performance of four single outlier discordancy tests (Grubbs test N2, Dixon test N8, skewness test N14, and kurtosis test N15) for normal samples of sizes 5 to 20. Statistical contaminations of a single observation resulting from parameters called from ±0.1 up to ±20 for modeling the slippage of central tendency or from ±1.1 up to ±200 for slippage of dispersion, as well as no contamination (=0 and = ±1), were simulated. Because of the use of precise and accurate random and normally distributed simulated data, very large replications, and a large number of independent experiments, this paper presents a novel approach for precise and accurate estimations of power functions of four popular discordancy tests and, therefore, should not be considered as a simple simulation exercise unrelated to probability and statistics. From both criteria of the Power of Test proposed by Hayes and Kinsella and the Test Performance Criterion of Barnett and Lewis, Dixon test N8 performs less well than the other three tests. e overall performance of these four tests could be summarized as N2≅ N15 > N14 > N8. 1. Introduction As summarized by Barnett and Lewis [1], a large number of discordancy tests are available for determining an outlier as an extreme (i.e., legitimate) or a discordant (i.e., contami- nant) observation in normal samples at a given confidence or significance level. ese discordancy tests are likely to be characterized by different power or performance. Numerous researchers [16] have commented on the properties of these tests under the slippage of location or central tendency and slippage of scale or dispersion by one or more observations, but very few studies have been reported on the use of Monte Carlo simulation for precise and accurate performance measures of these tests. Relatively more recently using Monte Carlo simulation of = 100, 000 replications or runs, Hayes and Kinsella [7] evaluated the performance criteria of two discordancy tests (Grubbs single outlier test N2 and Grubbs multiple outlier test N4k2; the nomenclature is aſter Barnett and Lewis [1]) and discussed their spurious and nonspurious components of type II error and power function. However, four single extreme outlier type discordancy tests, also called two-sided discordancy tests by Barnett and Lewis [1], are available, which are Grubbs type N2, Dixon type N8, skewness N14, and kurtosis N15. eir relative performance measures should be useful for choosing among the different tests for specific applications. Hindawi Publishing Corporation e Scientific World Journal Volume 2014, Article ID 746451, 27 pages http://dx.doi.org/10.1155/2014/746451

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Page 1: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

Research ArticleComparative Performance of Four Single Extreme OutlierDiscordancy Tests from Monte Carlo Simulations

Surendra P Verma1 Lorena Diacuteaz-Gonzaacutelez2 Mauricio Rosales-Rivera3

and Alfredo Quiroz-Ruiz4

1 Departamento de Sistemas Energeticos Instituto de Energıas Renovables Universidad Nacional Autonoma de Mexico62580 Temixco MOR Mexico

2 Facultad de Ciencias Universidad Autonoma del Estado de Morelos 62209 Cuernavaca MOR Mexico3 Posgrado en Ciencias Facultad de Ciencias Universidad Autonoma del Estado de Morelos 62209 Cuernavaca MOR Mexico4Departamento de Computacion Instituto de Energıas Renovables Universidad Nacional Autonoma de Mexico62580 Temixco MOR Mexico

Correspondence should be addressed to Surendra P Verma spvierunammx

Received 18 October 2013 Accepted 5 December 2013 Published 11 March 2014

Academic Editors J Pacheco and Z Wu

Copyright copy 2014 Surendra P Verma et al This is an open access article distributed under the Creative Commons AttributionLicense which permits unrestricted use distribution and reproduction in any medium provided the original work is properlycited

Using highly precise and accurateMonte Carlo simulations of 20000000 replications and 102 independent simulation experimentswith extremely low simulation errors and total uncertainties we evaluated the performance of four single outlier discordancytests (Grubbs test N2 Dixon test N8 skewness test N14 and kurtosis test N15) for normal samples of sizes 5 to 20 Statisticalcontaminations of a single observation resulting from parameters called 120575 from plusmn01 up to plusmn20 for modeling the slippage of centraltendency or 120576 from plusmn11 up to plusmn200 for slippage of dispersion as well as no contamination (120575 = 0 and 120576 = plusmn1) were simulatedBecause of the use of precise and accurate random and normally distributed simulated data very large replications and a largenumber of independent experiments this paper presents a novel approach for precise and accurate estimations of power functionsof four popular discordancy tests and therefore should not be considered as a simple simulation exercise unrelated to probabilityand statistics From both criteria of the Power of Test proposed by Hayes and Kinsella and the Test Performance Criterion ofBarnett and Lewis Dixon test N8 performs less well than the other three tests The overall performance of these four tests could besummarized as N2 cong N15 gt N14 gt N8

1 Introduction

As summarized by Barnett and Lewis [1] a large number ofdiscordancy tests are available for determining an outlier asan extreme (ie legitimate) or a discordant (ie contami-nant) observation in normal samples at a given confidenceor significance level These discordancy tests are likely to becharacterized by different power or performance Numerousresearchers [1ndash6] have commented on the properties of thesetests under the slippage of location or central tendency andslippage of scale or dispersion by one or more observationsbut very few studies have been reported on the use ofMonteCarlo simulation for precise and accurate performance

measures of these tests Relatively more recently usingMonteCarlo simulation of 119872 = 100 000 replications or runsHayes and Kinsella [7] evaluated the performance criteriaof two discordancy tests (Grubbs single outlier test N2 andGrubbs multiple outlier test N4k2 the nomenclature is afterBarnett and Lewis [1]) and discussed their spurious andnonspurious components of type II error and power functionHowever four single extreme outlier type discordancy testsalso called two-sided discordancy tests by Barnett and Lewis[1] are available which are Grubbs type N2 Dixon type N8skewness N14 and kurtosis N15 Their relative performancemeasures should be useful for choosing among the differenttests for specific applications

Hindawi Publishing Corporatione Scientific World JournalVolume 2014 Article ID 746451 27 pageshttpdxdoiorg1011552014746451

2 The Scientific World Journal

Monte Carlo simulation methods have been exten-sively used in numerous simulation studies [8ndash18] Some ofthe relatively recent papers are by Efstathiou [12] Gottardo etal [13] Khedhiri andMontasser [14] P A Patel and J S Patel[15] Noughabi and Arghami [16] Krishnamoorthy and Lian[17] and Verma [18] For example Noughabi and Arghami[16] compared seven normality tests (Kolmogorov-SmirnovAnderson-Darling Kuiper Jarque-Bera Cramer von MisesShapiro-Wilk and Vasicek) for sample sizes of 10 20 30and 50 and under different circumstances recommended theuse of Jarque-Bera Anderson-Darling Shapiro-Wilk andVasicek tests

We used Monte Carlo simulations to evaluate compara-tive efficiency of four extreme outlier type discordancy tests(N2 N8 N14 and N15 the nomenclature after Barnett andLewis [1]) for sample sizes of 5 to 20 Our approach tothe statistical problem of test performance is novel becauseinstead of using commercial or freely available software weprogrammed and generated extremely precise and accuraterandom numbers and normally distributed data used verylarge replications of 20000000 performed 102 independentexperiments and reduced the simulation errors to such anextent that the differences in test performance are far greaterthan the total uncertainties expressed as 99 confidenceintervals of the mean This is an approach hitherto practicedby none (see eg [8ndash18]) except by our group [19ndash23]This work therefore supersedes the approximate simulationresults of test performance reported by the statisticians Hayesand Kinsella [7]

2 Discordancy Tests

For a data array 1199091 1199092 1199093 119909

119899minus2 119909119899minus1

119909119899or an ordered

array 119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

of 119899 observationswith mean 119909 and standard deviation 119904 four test statisticswere objectively evaluated in this work For a statisticallycontaminated sample of size of 5 to 20 119899 minus 1 observationsof this data array were obtained from a normal distribution119873(0 1) and the remaining observation was taken from acentral tendency shifted distribution119873(0+120575 1) or dispersionshifted distribution 119873(0 1 times 120576) where the contaminantparameters 120575 for modeling slippage of central tendency and120576 for slippage of dispersion can be either positive or negativeFor an uncontaminated sample the simulations were donefor 120575 = 0 and 120576 = plusmn1 In order to achieve an unbiasedcomparison the application of the tests was always forced tothe upper outlier 119909

(119899)for positive values of 120575 or 120576 and to the

lower outlier 119909(1)

for negative values of 120575 or 120576Thus the first test was the Grubbs test N2 [24] for an

extreme outlier 119909(119899)

or 119909(1) for which the test statistic is as

follows

TN2 =

119909(119899)

minus 119909

119904 119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119909 minus 119909(1)

119904 119909(1)

tested if 120575 lt 0 or 120576 lt 1

Max(119909(119899)

minus 119909

119904119909 minus 119909(1)

119904)

119909(119899)

or 119909(1)

tested if 120575=0 or 120576=1

(1)

The second test was the Dixon test N8 [2] as follows

TN8 =

119909(119899)

minus 119909(119899minus1)

119909(119899)

minus 119909(1)

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119909(2)

minus 119909(1)

119909(119899)

minus 119909(1)

119909(1)

tested if 120575 lt 0 or 120576 lt 1

Max(119909(119899)

minus 119909(119899minus1)

119909(119899)

minus 119909(1)

119909(2)

minus 119909(1)

119909(119899)

minus 119909(1)

)

119909(119899)

or119909(1)

tested if 120575=0 or 120576=1

(2)

The third test was sample skewness N14 as (note that theabsolute value is used for evaluation)

TN14 =

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(1)

tested if 120575 lt 0 or 120576 lt 1

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(119899)

tested if11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

gt 0

120575 = 0 or 120576 = 1

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(1)

tested if11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

lt 0

120575 = 0 or 120576 = minus1

(3)

The Scientific World Journal 3

Finally the fourth test was the sample kurtosis N15 asfollows

TN15 =

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(1)

tested if 120575 lt 0 or 120576 lt 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(119899)

tested if (119909(119899)

minus 119909) gt (119909 minus 119909(1)

)

120575 = 0 or 120576 = 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(1)

tested if (119909(119899)

minus 119909) lt (119909 minus 119909(1)

)

120575 gt 0 or 120576 = minus1

(4)

All testswere applied at a strict 99confidence level usingthe new precise and accurate critical values (CV

99) simulated

using Monte Carlo procedure by Verma et al [19] for N2N8 and N15 and Verma andQuiroz-Ruiz [20] for N14 whichpermitted an objective comparison of their performance

3 Monte Carlo Simulations

Random numbers 119880(0 1) uniformly distributed in the inter-val (0 1) and normal random variates119873(0 1)were generatedfrom the method summarized by Verma and Quiroz-Ruiz[21] However instead of only 10 series or streams of 119873(0 1)

as done byVerma andQuiroz-Ruiz [21] a total of 102 differentstreams of 119873(0 1) were simulated Similarly the replicationswere much more than those used by Verma and Quiroz-Ruiz[21] for generating precise and accurate critical values

For a data array of size 119899 (119899 minus 1) observations1199091 1199092 1199093 119909

119899minus2 119909119899minus1

were drawn from one stream of119873(0 1) and the contaminant observation (119909

119888) was added

from a different central tendency shifted stream of119873(0+120575 1)

where 120575was varied from+01minus+20 andminus01minusminus20 or a disper-sion shifted distribution119873(0 1 times 120576) where 120576 was varied from+11minus+200 andminus11minusminus200The simulation experimentswerealso carried out for uncontaminated distributions in which(119899 minus 1) observations were taken from one stream of normalrandom variates 119873(0 1) and an additional observation wasincorporated from a different stream with no contaminationthat is 120575 = 0 and 120576 = plusmn1

Now if we were to arrange the complete array from thelowest to the highest observations the ordered array could becalled 119909

(1) 119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

after Barnett andLewis [1] All four tests under evaluation could then beapplied to the resulting data array

If 120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1 (the contaminant 119909119888

present) two possibilities would arise for the ordered array

119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

as follows (Table 1) (i) thecontaminant 119909

119888occupies an inner position in the ordered

array that is 119909119888lt 119909(119899)

if 120575 gt 0 or 120576 gt 1 or 119909119888gt 119909(1)

if 120575 lt 0 or120576 lt minus1 this array is called a119862 type event and the contaminant119909119888was not used in the test statistic and (ii) the contaminant

119909119888occupies the extreme position that is 119909

119888= 119909(119899)

if 120575 gt 0 or120576 gt 1 or 119909

119888= 119909(1)

if 120575 lt 0 or 120576 lt minus1 this array was calleda 119862 type event and the contaminant 119909

119888was used in the test

statisticTo an event of 119862 type when any of these four tests (N2

N8 N14 or N15) was applied the outcome was called either aspurious type II error probability (120587

119863119862) if the test was not

significant or a spurious power (120587119863119862

) if it was significant(Table 1) For this decision the calculated test statistic TN(TN2 TN8 TN14 or TN15) for a sample was compared withthe respective CV

99[19 20] If TN leCV

99 the outcome of the

test was considered as not significant else when TN gt CV99

the outcome of the test was considered as significant (Table 1)Similarly to an event of 119862 type when a discordancy test

was applied the outcome was either a nonspurious type IIerror probability (120587

119863119862) if the test was not significant or a

nonspurious power (120587119863119862

) if the test was significant (Table 1)If 120575 = 0 or 120576 = plusmn1 (the contaminant 119909

119888absent)

and a discordancy test was applied to the ordered array119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

to evaluate the extremeobservation 119909

(119899)or 119909(1) the outcome would either be a

true negative (the respective probability 120587119863) if the test was

not significant that is if it failed to detect 119909(119899)

or 119909(1)

asdiscordant or a type I error (probability 120587

119863) if the test was

significant that is it succeeded in detecting 119909(119899)

or 119909(1)

asdiscordant (Table 1)

4 Test Performance Criteria

Hayes and Kinsella [7] documented that a good discordancytest would be characterized by a high nonspurious powerprobability (high120587

119863119862) a low spurious power probability (low

120587119863119862

) and a low nonspurious type II error probability (low120587119863119862

)Hayes and Kinsella [7] defined the Power of Test (Ω) as

Ω = 120587119863119862

+ 120587119863119862

(5)

Similarly they also defined the Test Performance Crite-rion 120587

119863|119862(which is equivalent to the probability P5 of Barnett

and Lewis [1]) or the Conditional Power as

120587119863|119862

= P5 =120587119863119862

(120587119863119862

+ 120587119863119862

) (6)

5 Optimum Replications

The optimum replications (119872) required for minimizingthe errors of Monte Carlo simulations were decided fromrepresentative results summarized in Figures 1 and 2 inwhichthe vertical error bar represents total uncertainty at 99 con-fidence level (119906

99 equivalent to 99confidence interval of the

mean) for 102 simulation experiments For example for 119899 = 5

and 120575 = 10 Power of TestΩ is plotted in Figures 1(a)ndash1(d) as a

4 The Scientific World Journal

04858

04860

04862

04864

04866

0 5E6 1E7 15E7 2E7

M

N2 (E5 minus 55E6)

N2 (6E6 minus 2E7)

u99

Ω

(a) 119899 = 5 and 120575 = 10

04806

04808

04810

04812

04814

0 5E6 1E7 15E7 2E7

M

N8 (E5 minus 55E6)

N8 (6E6 minus 2E7)

u99

Ω

(b) 119899 = 5 and 120575 = 10

0M

04856

04858

04860

04862

04864

N14 (E5 minus 55E6)

N14 (6E6 minus 2E7)

5E6 1E7 15E7 2E7

u 99

Ω

(c) 119899 = 5 and 120575 = 10

04856

04858

04860

04862

0M

5E6 1E7 15E7 2E7

Ω

N15 (E5 minus 55E6)

N15 (6E6 minus 2E7)

u99

(d) 119899 = 5 and 120575 = 10

Figure 1 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for sample size 119899 = 5 andcontaminant parameter 120575 = 10 symbols are explained in each figure the vertical error bars represent uncertainty (119906

99) at 99 confidence

level from 102 simulations (a) test N2 (b) test N8 (c) test N14 and (d) test N15

The Scientific World Journal 5

Table 1 Sample simulation and test outcome (modified after Hayes and Kinsella [7])

Discordancy testresult

Contaminant 119909119888(119872 replications)

Present (120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1)Absent

(120575 = 0 or 120576 = 1)Contaminant 119909119888not used in a

discordancy test(119862 type event)

Contaminant 119909119888used in a

discordancy test(119862 type event)

Not significant(TN le CV99)

Spurious type II errorprobability (120587

119863119862)

(Figure 3)

Nonspurious type II errorprobability (120587

119863119862)

(Figures 5 and 7)

True negative probability(120587119863)

(Figures 3 5 and 7)

Significant(TN gt CV99)

Spurious power probability(120587119863119862

)(Figure 4)

Nonspurious power probability(120587119863119862

)(Figures 6 and 8)

Type I error probability(120587119863)

(Figures 4 6 and 8)TN calculated test statistic for a sample (TN2 TN8 TN14 or TN15) CV99 critical value for a given discordancy test at 99 confidence level

function of the replications (119872 = 100 000 to 20000000) forN2 N8 N14 and N15 AlthoughΩmean values remain prac-tically constant (within the confidence limits of the mean)for replications of about 8000000 still higher replicationsof 20000000 (Figures 1 and 2) were used in all simulationexperiments

SimilarlyΩ for all four tests as a function of replications isalso shown in Figures 2(a)ndash2(d) which allows a visual com-parison of this performance parameter for different samplesizes and 120575 values Error bars (119906

99) for the 102 simulation

experiments are not shown for simplicity but for replicationslarger than 10000000 they were certainly within the size ofthe symbols The replications of 20000000 routinely usedfor comparing the performance of discordancy tests clearlyshow that the differences amongΩ values (Figures 2(a)ndash2(d))are statistically significant at a high confidence level thatis these differences are much greater than the simulationerrors

Alternatively following Krishnamoorthy and Lian [17]the simulation error for the replications of 20000000 usedroutinely in our work can be estimated approximately as2 times radic05 times 0520000000 = 000022

Because we carried out 102 independent simulationexperiments each with 20000000 replications our sim-ulation errors were even less than the above value Thusthe Monte Carlo simulations can be considered highly pre-cise They can also be said to be highly accurate becauseour procedure was modified after the highly precise andaccurate method of Verma and Quiroz-Ruiz [21] Theseauthors had shown high precision and accuracy of each119880(0 1) and 119873(0 1) experiments and had also applied allkinds of simulated data quality tests suggested by Lawand Kelton [25] Besides in the present work a largenumber of such experiments (204 streams of 119880(0 1) and102 streams of 119873(0 1)) have been carried out Thereforeas an innovation in Monte Carlo simulations we presentthe mean (119909) values as well as the total uncertainty (119906

99)

of 102 independent experiments in terms of the confi-dence interval of the mean at the strict 99 confidencelevel

Finally in order to evaluate the test performance test N2was used as a reference and differences inmean (Δ119909N119895) valuesof the other three tests were calculated as

Δ119909N119895 = (119909N119895 minus 119909N2

119909N2) times 100 (7)

where the subscript N119895 stands for N8 N14 or N15

6 Results and Discussion

61 119862 Type and Contaminant-Absent Events According toBarnett and Lewis [1] this type of events is of no majorconcern because the contaminant 119909

119888occupies an inner

position in the ordered array and the extremeobservation119909(119899)

or 119909(1)

under evaluation from discordancy tests is a legitimateobservation An inner position of the contaminant wouldaffect much less the sample mean and standard deviation [1]For small values of 120575 or 120576 close to 0 or plusmn1 respectively mostevents generated from the Monte Carlo simulation are of 119862type The 120587

119863119862and 120587

119863119862values for 119899 = 5 to 119899 = 20 as a

function of 120575 are presented in Figures 3(a)ndash3(d) and Figures4(a)ndash4(d) respectively For 120576 these parameters behave verysimilarly and therefore the corresponding diagrams are notpresented

When the contaminant is absent (120575 = 0 or 120576 = plusmn1)the 120587

119863119862and 120587

119863119862values are close to the expected values

of 099 and 001 respectively because the discordancy testswere applied at the 99 confidence level (open circles inFigures 3(a)ndash3(d) and Figures 4(a)ndash4(d)) As 120575 changes from0 to about plusmn25 the 120587

119863119862values slightly increase from 099

to about 0996 for 119899 = 5 (Figure 3(a)) 0996 for 119899 = 10

(Figure 3(b)) 0994-0995 for 119899 = 15 (Figure 3(c)) and 0993-0994 for 119899 = 20 (Figure 3(d)) The 120587

119863119862values show the

complementary behavior (Figures 4(a)ndash4(d)) Because in thistype of events (119862) a legitimate extreme observation is beingtested our best desire is that the 120587

119863119862and 120587

119863119862values remain

close to the theoretical values of 099 and 001 respectivelyfor contaminant-absent events This is actually observed inFigures 3 and 4

6 The Scientific World Journal

Table2Non

Spurious

type

IIerrorp

robability(120587119863119862)p

aram

eter

forfou

rsinglee

xtremeo

utlierd

iscordancytests

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

50

09900

03000

00057

0990026

000

00058

00023

09900

05000

00057

000

020989994

000

00058

minus000

095

plusmn01

0989948

00000139

0989975

00000140

00027

0989950

00000140

00002

0989940

00000144

minus000

095

plusmn2

0977285

00000113

0977358

00000125

00075

0977290

00000111

00005

0977267

00000116

minus00018

5plusmn3

0961486

000

00148

0961632

000

00142

00152

0961497

000

00146

00012

0961459

000

00146

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5plusmn5

0891864

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0070

0891901

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000

430891823

00000208

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465

plusmn6

0834635

000

00222

0835779

000

00231

0137

0834704

000

00226

00084

08346

02000

00225

minus00038

5plusmn7

07646

60000

00240

0766559

000

00257

0248

0764766

000

00250

00139

07646

61000

00237

000

025

plusmn8

0685336

00000253

0688202

00000255

0418

0685496

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00234

0685401

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00095

5plusmn10

0514122

00000280

0519336

00000282

101

05144

0700000292

0056

0514394

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5plusmn12

035110

3000

00258

0358468

000

00275

210

0351500

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0113

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0150

5plusmn15

0165615

000

00194

01740

53000

00215

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0166070

000

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0166367

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00196

045

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0062959

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105

0063321

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105

5plusmn20

0029322

000

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0029815

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168

100

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41000

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0523889

000

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710532523

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165

0527197

000

00266

063

10plusmn6

0300940

000

00248

0349468

000

00258

161

0311799

000

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361

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000

00249

132

10plusmn7

0136560

000

00182

0181585

000

00226

330

0146058

000

00174

700139899

000

00185

244

10plusmn8

004

8488

00000122

0079155

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6300544

2200000118

122

0050495

00000130

414

10plusmn9

0013431

000

00074

0029234

000

00092

1180016139

000

00075

202

0014300

000

00074

65

10plusmn10

0002900

000

00031

000

9248

000

00056

219

0003821

000

00036

318

0003180

000

00030

9610

plusmn11

000

0489

000

00013

0002529

000

00029

418

000

0726

000

00016

49000

0556

000

00014

138

150

0989998

0000006

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00017

098998

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minus00018

0989989

0000006

minus00010

15plusmn01

0989768

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0989766

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0989759

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0915

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0985307

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0985665

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00364

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00204

0985345

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00039

15plusmn2

0974943

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0976229

00000186

0132

0975702

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0078

0975113

00000236

00174

15plusmn5

0932551

000

00202

0938851

000

00184

068

09360

96000

00207

0380

0933417

000

00206

0093

15plusmn4

0827672

000

00245

0848433

000

00236

251

0838586

000

00251

132

0830350

000

00236

0324

15plusmn45

0621647

000

00288

0669717

000

00270

77064

4852

000

00332

373

0627283

000

00285

091

15plusmn5

0487591

000

00276

0550018

000

00319

128

0516243

000

00322

59

0494476

000

00290

141

15plusmn5

0351577

000

00269

0423601

000

00266

205

0382834

000

00290

89

0358972

000

00287

210

15plusmn6

0137443

000

00198

0204194

000

00211

490162735

000

00196

184

0143150

000

00201

415

15plusmn7

0035757

000

00093

0074779

00000144

109

004

8090

00000112

345

0038352

00000098

7315

plusmn8

000

6107

000

00043

002118

4000

00094

249

000

9822

000

00054

61000

6819

000

0004

2117

15plusmn9

000

0682

000

00015

000

4748

000

00039

600

0001393

000

00019

104

000

0802

000

00017

176

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

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0833633

000

00196

minus0090

5plusmn18

0937041

000

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000

00148

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0936679

000

00127

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0936382

000

00134

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5plusmn20

0970678

00000082

09660

0300000089

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09704

2300000084

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0970185

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10plusmn01

0020121

000

00216

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000

00181

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0020131

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0052

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10plusmn1

0029615

000

00189

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000

00180

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60029522

000

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0029546

000

00193

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10plusmn2

0056182

00000169

0053967

000

00177

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0055608

00000161

minus10

20056005

00000176

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10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

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50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

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70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

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0936679

000

00127

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0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 2: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

2 The Scientific World Journal

Monte Carlo simulation methods have been exten-sively used in numerous simulation studies [8ndash18] Some ofthe relatively recent papers are by Efstathiou [12] Gottardo etal [13] Khedhiri andMontasser [14] P A Patel and J S Patel[15] Noughabi and Arghami [16] Krishnamoorthy and Lian[17] and Verma [18] For example Noughabi and Arghami[16] compared seven normality tests (Kolmogorov-SmirnovAnderson-Darling Kuiper Jarque-Bera Cramer von MisesShapiro-Wilk and Vasicek) for sample sizes of 10 20 30and 50 and under different circumstances recommended theuse of Jarque-Bera Anderson-Darling Shapiro-Wilk andVasicek tests

We used Monte Carlo simulations to evaluate compara-tive efficiency of four extreme outlier type discordancy tests(N2 N8 N14 and N15 the nomenclature after Barnett andLewis [1]) for sample sizes of 5 to 20 Our approach tothe statistical problem of test performance is novel becauseinstead of using commercial or freely available software weprogrammed and generated extremely precise and accuraterandom numbers and normally distributed data used verylarge replications of 20000000 performed 102 independentexperiments and reduced the simulation errors to such anextent that the differences in test performance are far greaterthan the total uncertainties expressed as 99 confidenceintervals of the mean This is an approach hitherto practicedby none (see eg [8ndash18]) except by our group [19ndash23]This work therefore supersedes the approximate simulationresults of test performance reported by the statisticians Hayesand Kinsella [7]

2 Discordancy Tests

For a data array 1199091 1199092 1199093 119909

119899minus2 119909119899minus1

119909119899or an ordered

array 119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

of 119899 observationswith mean 119909 and standard deviation 119904 four test statisticswere objectively evaluated in this work For a statisticallycontaminated sample of size of 5 to 20 119899 minus 1 observationsof this data array were obtained from a normal distribution119873(0 1) and the remaining observation was taken from acentral tendency shifted distribution119873(0+120575 1) or dispersionshifted distribution 119873(0 1 times 120576) where the contaminantparameters 120575 for modeling slippage of central tendency and120576 for slippage of dispersion can be either positive or negativeFor an uncontaminated sample the simulations were donefor 120575 = 0 and 120576 = plusmn1 In order to achieve an unbiasedcomparison the application of the tests was always forced tothe upper outlier 119909

(119899)for positive values of 120575 or 120576 and to the

lower outlier 119909(1)

for negative values of 120575 or 120576Thus the first test was the Grubbs test N2 [24] for an

extreme outlier 119909(119899)

or 119909(1) for which the test statistic is as

follows

TN2 =

119909(119899)

minus 119909

119904 119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119909 minus 119909(1)

119904 119909(1)

tested if 120575 lt 0 or 120576 lt 1

Max(119909(119899)

minus 119909

119904119909 minus 119909(1)

119904)

119909(119899)

or 119909(1)

tested if 120575=0 or 120576=1

(1)

The second test was the Dixon test N8 [2] as follows

TN8 =

119909(119899)

minus 119909(119899minus1)

119909(119899)

minus 119909(1)

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119909(2)

minus 119909(1)

119909(119899)

minus 119909(1)

119909(1)

tested if 120575 lt 0 or 120576 lt 1

Max(119909(119899)

minus 119909(119899minus1)

119909(119899)

minus 119909(1)

119909(2)

minus 119909(1)

119909(119899)

minus 119909(1)

)

119909(119899)

or119909(1)

tested if 120575=0 or 120576=1

(2)

The third test was sample skewness N14 as (note that theabsolute value is used for evaluation)

TN14 =

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(1)

tested if 120575 lt 0 or 120576 lt 1

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(119899)

tested if11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

gt 0

120575 = 0 or 120576 = 1

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

1003816100381610038161003816100381610038161003816100381610038161003816100381610038161003816

119909(1)

tested if11989912

sum119899

119894=1(119909119894minus 119909)3

sum119899

119894=1(119909119894minus 119909)2

32

lt 0

120575 = 0 or 120576 = minus1

(3)

The Scientific World Journal 3

Finally the fourth test was the sample kurtosis N15 asfollows

TN15 =

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(1)

tested if 120575 lt 0 or 120576 lt 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(119899)

tested if (119909(119899)

minus 119909) gt (119909 minus 119909(1)

)

120575 = 0 or 120576 = 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(1)

tested if (119909(119899)

minus 119909) lt (119909 minus 119909(1)

)

120575 gt 0 or 120576 = minus1

(4)

All testswere applied at a strict 99confidence level usingthe new precise and accurate critical values (CV

99) simulated

using Monte Carlo procedure by Verma et al [19] for N2N8 and N15 and Verma andQuiroz-Ruiz [20] for N14 whichpermitted an objective comparison of their performance

3 Monte Carlo Simulations

Random numbers 119880(0 1) uniformly distributed in the inter-val (0 1) and normal random variates119873(0 1)were generatedfrom the method summarized by Verma and Quiroz-Ruiz[21] However instead of only 10 series or streams of 119873(0 1)

as done byVerma andQuiroz-Ruiz [21] a total of 102 differentstreams of 119873(0 1) were simulated Similarly the replicationswere much more than those used by Verma and Quiroz-Ruiz[21] for generating precise and accurate critical values

For a data array of size 119899 (119899 minus 1) observations1199091 1199092 1199093 119909

119899minus2 119909119899minus1

were drawn from one stream of119873(0 1) and the contaminant observation (119909

119888) was added

from a different central tendency shifted stream of119873(0+120575 1)

where 120575was varied from+01minus+20 andminus01minusminus20 or a disper-sion shifted distribution119873(0 1 times 120576) where 120576 was varied from+11minus+200 andminus11minusminus200The simulation experimentswerealso carried out for uncontaminated distributions in which(119899 minus 1) observations were taken from one stream of normalrandom variates 119873(0 1) and an additional observation wasincorporated from a different stream with no contaminationthat is 120575 = 0 and 120576 = plusmn1

Now if we were to arrange the complete array from thelowest to the highest observations the ordered array could becalled 119909

(1) 119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

after Barnett andLewis [1] All four tests under evaluation could then beapplied to the resulting data array

If 120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1 (the contaminant 119909119888

present) two possibilities would arise for the ordered array

119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

as follows (Table 1) (i) thecontaminant 119909

119888occupies an inner position in the ordered

array that is 119909119888lt 119909(119899)

if 120575 gt 0 or 120576 gt 1 or 119909119888gt 119909(1)

if 120575 lt 0 or120576 lt minus1 this array is called a119862 type event and the contaminant119909119888was not used in the test statistic and (ii) the contaminant

119909119888occupies the extreme position that is 119909

119888= 119909(119899)

if 120575 gt 0 or120576 gt 1 or 119909

119888= 119909(1)

if 120575 lt 0 or 120576 lt minus1 this array was calleda 119862 type event and the contaminant 119909

119888was used in the test

statisticTo an event of 119862 type when any of these four tests (N2

N8 N14 or N15) was applied the outcome was called either aspurious type II error probability (120587

119863119862) if the test was not

significant or a spurious power (120587119863119862

) if it was significant(Table 1) For this decision the calculated test statistic TN(TN2 TN8 TN14 or TN15) for a sample was compared withthe respective CV

99[19 20] If TN leCV

99 the outcome of the

test was considered as not significant else when TN gt CV99

the outcome of the test was considered as significant (Table 1)Similarly to an event of 119862 type when a discordancy test

was applied the outcome was either a nonspurious type IIerror probability (120587

119863119862) if the test was not significant or a

nonspurious power (120587119863119862

) if the test was significant (Table 1)If 120575 = 0 or 120576 = plusmn1 (the contaminant 119909

119888absent)

and a discordancy test was applied to the ordered array119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

to evaluate the extremeobservation 119909

(119899)or 119909(1) the outcome would either be a

true negative (the respective probability 120587119863) if the test was

not significant that is if it failed to detect 119909(119899)

or 119909(1)

asdiscordant or a type I error (probability 120587

119863) if the test was

significant that is it succeeded in detecting 119909(119899)

or 119909(1)

asdiscordant (Table 1)

4 Test Performance Criteria

Hayes and Kinsella [7] documented that a good discordancytest would be characterized by a high nonspurious powerprobability (high120587

119863119862) a low spurious power probability (low

120587119863119862

) and a low nonspurious type II error probability (low120587119863119862

)Hayes and Kinsella [7] defined the Power of Test (Ω) as

Ω = 120587119863119862

+ 120587119863119862

(5)

Similarly they also defined the Test Performance Crite-rion 120587

119863|119862(which is equivalent to the probability P5 of Barnett

and Lewis [1]) or the Conditional Power as

120587119863|119862

= P5 =120587119863119862

(120587119863119862

+ 120587119863119862

) (6)

5 Optimum Replications

The optimum replications (119872) required for minimizingthe errors of Monte Carlo simulations were decided fromrepresentative results summarized in Figures 1 and 2 inwhichthe vertical error bar represents total uncertainty at 99 con-fidence level (119906

99 equivalent to 99confidence interval of the

mean) for 102 simulation experiments For example for 119899 = 5

and 120575 = 10 Power of TestΩ is plotted in Figures 1(a)ndash1(d) as a

4 The Scientific World Journal

04858

04860

04862

04864

04866

0 5E6 1E7 15E7 2E7

M

N2 (E5 minus 55E6)

N2 (6E6 minus 2E7)

u99

Ω

(a) 119899 = 5 and 120575 = 10

04806

04808

04810

04812

04814

0 5E6 1E7 15E7 2E7

M

N8 (E5 minus 55E6)

N8 (6E6 minus 2E7)

u99

Ω

(b) 119899 = 5 and 120575 = 10

0M

04856

04858

04860

04862

04864

N14 (E5 minus 55E6)

N14 (6E6 minus 2E7)

5E6 1E7 15E7 2E7

u 99

Ω

(c) 119899 = 5 and 120575 = 10

04856

04858

04860

04862

0M

5E6 1E7 15E7 2E7

Ω

N15 (E5 minus 55E6)

N15 (6E6 minus 2E7)

u99

(d) 119899 = 5 and 120575 = 10

Figure 1 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for sample size 119899 = 5 andcontaminant parameter 120575 = 10 symbols are explained in each figure the vertical error bars represent uncertainty (119906

99) at 99 confidence

level from 102 simulations (a) test N2 (b) test N8 (c) test N14 and (d) test N15

The Scientific World Journal 5

Table 1 Sample simulation and test outcome (modified after Hayes and Kinsella [7])

Discordancy testresult

Contaminant 119909119888(119872 replications)

Present (120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1)Absent

(120575 = 0 or 120576 = 1)Contaminant 119909119888not used in a

discordancy test(119862 type event)

Contaminant 119909119888used in a

discordancy test(119862 type event)

Not significant(TN le CV99)

Spurious type II errorprobability (120587

119863119862)

(Figure 3)

Nonspurious type II errorprobability (120587

119863119862)

(Figures 5 and 7)

True negative probability(120587119863)

(Figures 3 5 and 7)

Significant(TN gt CV99)

Spurious power probability(120587119863119862

)(Figure 4)

Nonspurious power probability(120587119863119862

)(Figures 6 and 8)

Type I error probability(120587119863)

(Figures 4 6 and 8)TN calculated test statistic for a sample (TN2 TN8 TN14 or TN15) CV99 critical value for a given discordancy test at 99 confidence level

function of the replications (119872 = 100 000 to 20000000) forN2 N8 N14 and N15 AlthoughΩmean values remain prac-tically constant (within the confidence limits of the mean)for replications of about 8000000 still higher replicationsof 20000000 (Figures 1 and 2) were used in all simulationexperiments

SimilarlyΩ for all four tests as a function of replications isalso shown in Figures 2(a)ndash2(d) which allows a visual com-parison of this performance parameter for different samplesizes and 120575 values Error bars (119906

99) for the 102 simulation

experiments are not shown for simplicity but for replicationslarger than 10000000 they were certainly within the size ofthe symbols The replications of 20000000 routinely usedfor comparing the performance of discordancy tests clearlyshow that the differences amongΩ values (Figures 2(a)ndash2(d))are statistically significant at a high confidence level thatis these differences are much greater than the simulationerrors

Alternatively following Krishnamoorthy and Lian [17]the simulation error for the replications of 20000000 usedroutinely in our work can be estimated approximately as2 times radic05 times 0520000000 = 000022

Because we carried out 102 independent simulationexperiments each with 20000000 replications our sim-ulation errors were even less than the above value Thusthe Monte Carlo simulations can be considered highly pre-cise They can also be said to be highly accurate becauseour procedure was modified after the highly precise andaccurate method of Verma and Quiroz-Ruiz [21] Theseauthors had shown high precision and accuracy of each119880(0 1) and 119873(0 1) experiments and had also applied allkinds of simulated data quality tests suggested by Lawand Kelton [25] Besides in the present work a largenumber of such experiments (204 streams of 119880(0 1) and102 streams of 119873(0 1)) have been carried out Thereforeas an innovation in Monte Carlo simulations we presentthe mean (119909) values as well as the total uncertainty (119906

99)

of 102 independent experiments in terms of the confi-dence interval of the mean at the strict 99 confidencelevel

Finally in order to evaluate the test performance test N2was used as a reference and differences inmean (Δ119909N119895) valuesof the other three tests were calculated as

Δ119909N119895 = (119909N119895 minus 119909N2

119909N2) times 100 (7)

where the subscript N119895 stands for N8 N14 or N15

6 Results and Discussion

61 119862 Type and Contaminant-Absent Events According toBarnett and Lewis [1] this type of events is of no majorconcern because the contaminant 119909

119888occupies an inner

position in the ordered array and the extremeobservation119909(119899)

or 119909(1)

under evaluation from discordancy tests is a legitimateobservation An inner position of the contaminant wouldaffect much less the sample mean and standard deviation [1]For small values of 120575 or 120576 close to 0 or plusmn1 respectively mostevents generated from the Monte Carlo simulation are of 119862type The 120587

119863119862and 120587

119863119862values for 119899 = 5 to 119899 = 20 as a

function of 120575 are presented in Figures 3(a)ndash3(d) and Figures4(a)ndash4(d) respectively For 120576 these parameters behave verysimilarly and therefore the corresponding diagrams are notpresented

When the contaminant is absent (120575 = 0 or 120576 = plusmn1)the 120587

119863119862and 120587

119863119862values are close to the expected values

of 099 and 001 respectively because the discordancy testswere applied at the 99 confidence level (open circles inFigures 3(a)ndash3(d) and Figures 4(a)ndash4(d)) As 120575 changes from0 to about plusmn25 the 120587

119863119862values slightly increase from 099

to about 0996 for 119899 = 5 (Figure 3(a)) 0996 for 119899 = 10

(Figure 3(b)) 0994-0995 for 119899 = 15 (Figure 3(c)) and 0993-0994 for 119899 = 20 (Figure 3(d)) The 120587

119863119862values show the

complementary behavior (Figures 4(a)ndash4(d)) Because in thistype of events (119862) a legitimate extreme observation is beingtested our best desire is that the 120587

119863119862and 120587

119863119862values remain

close to the theoretical values of 099 and 001 respectivelyfor contaminant-absent events This is actually observed inFigures 3 and 4

6 The Scientific World Journal

Table2Non

Spurious

type

IIerrorp

robability(120587119863119862)p

aram

eter

forfou

rsinglee

xtremeo

utlierd

iscordancytests

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

50

09900

03000

00057

0990026

000

00058

00023

09900

05000

00057

000

020989994

000

00058

minus000

095

plusmn01

0989948

00000139

0989975

00000140

00027

0989950

00000140

00002

0989940

00000144

minus000

095

plusmn2

0977285

00000113

0977358

00000125

00075

0977290

00000111

00005

0977267

00000116

minus00018

5plusmn3

0961486

000

00148

0961632

000

00142

00152

0961497

000

00146

00012

0961459

000

00146

minus00028

5plusmn5

0891864

00000205

0892491

00000194

0070

0891901

00000200

000

430891823

00000208

minus000

465

plusmn6

0834635

000

00222

0835779

000

00231

0137

0834704

000

00226

00084

08346

02000

00225

minus00038

5plusmn7

07646

60000

00240

0766559

000

00257

0248

0764766

000

00250

00139

07646

61000

00237

000

025

plusmn8

0685336

00000253

0688202

00000255

0418

0685496

00000249

00234

0685401

00000247

00095

5plusmn10

0514122

00000280

0519336

00000282

101

05144

0700000292

0056

0514394

00000287

0053

5plusmn12

035110

3000

00258

0358468

000

00275

210

0351500

000

00257

0113

0351629

000

00258

0150

5plusmn15

0165615

000

00194

01740

53000

00215

51

0166070

000

00196

0275

0166367

000

00196

045

5plusmn18

0062959

000

00126

0069566

000

00148

105

0063321

000

00127

058

0063618

000

00134

105

5plusmn20

0029322

000

00082

0033997

000

00089

159

0029577

000

00084

087

0029815

000

00081

168

100

09900

08000

00057

09900

41000

00057

00034

09900

03000

00054

minus000

060990025

000

00059

00017

10plusmn01

0989851

00000197

0989888

00000173

00037

0989844

00000207

minus000

060989869

000

00195

00019

10plusmn1

0978810

00000183

0979321

00000174

0052

0978911

00000179

00103

0978879

00000188

00070

10plusmn2

0949169

00000168

0951501

00000163

0246

0949704

00000165

0056

0949433

00000175

00279

10plusmn3

0878974

00000199

0886717

00000192

088

0880804

00000197

0208

0879762

00000202

0090

10plusmn4

0736953

000

00241

0756911

000

00242

271

0741679

000

00266

064

0738849

000

00253

0257

10plusmn5

0523889

000

00273

0561084

000

00257

710532523

000

00263

165

0527197

000

00266

063

10plusmn6

0300940

000

00248

0349468

000

00258

161

0311799

000

00260

361

0304921

000

00249

132

10plusmn7

0136560

000

00182

0181585

000

00226

330

0146058

000

00174

700139899

000

00185

244

10plusmn8

004

8488

00000122

0079155

00000144

6300544

2200000118

122

0050495

00000130

414

10plusmn9

0013431

000

00074

0029234

000

00092

1180016139

000

00075

202

0014300

000

00074

65

10plusmn10

0002900

000

00031

000

9248

000

00056

219

0003821

000

00036

318

0003180

000

00030

9610

plusmn11

000

0489

000

00013

0002529

000

00029

418

000

0726

000

00016

49000

0556

000

00014

138

150

0989998

0000006

0990015

00000062

00017

098998

00000061

minus00018

0989989

0000006

minus00010

15plusmn01

0989768

00000204

0989811

00000210

00044

0989766

00000209

minus00002

0989759

00000200

minus000

0915

plusmn05

0985307

00000236

0985665

00000202

00364

0985507

00000249

00204

0985345

00000240

00039

15plusmn2

0974943

00000225

0976229

00000186

0132

0975702

00000241

0078

0975113

00000236

00174

15plusmn5

0932551

000

00202

0938851

000

00184

068

09360

96000

00207

0380

0933417

000

00206

0093

15plusmn4

0827672

000

00245

0848433

000

00236

251

0838586

000

00251

132

0830350

000

00236

0324

15plusmn45

0621647

000

00288

0669717

000

00270

77064

4852

000

00332

373

0627283

000

00285

091

15plusmn5

0487591

000

00276

0550018

000

00319

128

0516243

000

00322

59

0494476

000

00290

141

15plusmn5

0351577

000

00269

0423601

000

00266

205

0382834

000

00290

89

0358972

000

00287

210

15plusmn6

0137443

000

00198

0204194

000

00211

490162735

000

00196

184

0143150

000

00201

415

15plusmn7

0035757

000

00093

0074779

00000144

109

004

8090

00000112

345

0038352

00000098

7315

plusmn8

000

6107

000

00043

002118

4000

00094

249

000

9822

000

00054

61000

6819

000

0004

2117

15plusmn9

000

0682

000

00015

000

4748

000

00039

600

0001393

000

00019

104

000

0802

000

00017

176

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

00000081

minus0051

10plusmn01

0020121

000

00216

0020050

000

00181

minus0352

0020131

00000218

0052

0020087

00000211

minus0169

10plusmn1

0029615

000

00189

0029124

000

00180

minus16

60029522

000

00185

minus0316

0029546

000

00193

minus0233

10plusmn2

0056182

00000169

0053967

000

00177

minus394

0055608

00000161

minus10

20056005

00000176

minus0314

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 3: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 3

Finally the fourth test was the sample kurtosis N15 asfollows

TN15 =

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(119899)

tested if 120575 gt 0 or 120576 gt 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(1)

tested if 120575 lt 0 or 120576 lt 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(119899)

tested if (119909(119899)

minus 119909) gt (119909 minus 119909(1)

)

120575 = 0 or 120576 = 1

119899 sum119899

119894=1(119909119894minus 119909)4

sum119899

119894=1(119909119894minus 119909)2

2

119909(1)

tested if (119909(119899)

minus 119909) lt (119909 minus 119909(1)

)

120575 gt 0 or 120576 = minus1

(4)

All testswere applied at a strict 99confidence level usingthe new precise and accurate critical values (CV

99) simulated

using Monte Carlo procedure by Verma et al [19] for N2N8 and N15 and Verma andQuiroz-Ruiz [20] for N14 whichpermitted an objective comparison of their performance

3 Monte Carlo Simulations

Random numbers 119880(0 1) uniformly distributed in the inter-val (0 1) and normal random variates119873(0 1)were generatedfrom the method summarized by Verma and Quiroz-Ruiz[21] However instead of only 10 series or streams of 119873(0 1)

as done byVerma andQuiroz-Ruiz [21] a total of 102 differentstreams of 119873(0 1) were simulated Similarly the replicationswere much more than those used by Verma and Quiroz-Ruiz[21] for generating precise and accurate critical values

For a data array of size 119899 (119899 minus 1) observations1199091 1199092 1199093 119909

119899minus2 119909119899minus1

were drawn from one stream of119873(0 1) and the contaminant observation (119909

119888) was added

from a different central tendency shifted stream of119873(0+120575 1)

where 120575was varied from+01minus+20 andminus01minusminus20 or a disper-sion shifted distribution119873(0 1 times 120576) where 120576 was varied from+11minus+200 andminus11minusminus200The simulation experimentswerealso carried out for uncontaminated distributions in which(119899 minus 1) observations were taken from one stream of normalrandom variates 119873(0 1) and an additional observation wasincorporated from a different stream with no contaminationthat is 120575 = 0 and 120576 = plusmn1

Now if we were to arrange the complete array from thelowest to the highest observations the ordered array could becalled 119909

(1) 119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

after Barnett andLewis [1] All four tests under evaluation could then beapplied to the resulting data array

If 120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1 (the contaminant 119909119888

present) two possibilities would arise for the ordered array

119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

as follows (Table 1) (i) thecontaminant 119909

119888occupies an inner position in the ordered

array that is 119909119888lt 119909(119899)

if 120575 gt 0 or 120576 gt 1 or 119909119888gt 119909(1)

if 120575 lt 0 or120576 lt minus1 this array is called a119862 type event and the contaminant119909119888was not used in the test statistic and (ii) the contaminant

119909119888occupies the extreme position that is 119909

119888= 119909(119899)

if 120575 gt 0 or120576 gt 1 or 119909

119888= 119909(1)

if 120575 lt 0 or 120576 lt minus1 this array was calleda 119862 type event and the contaminant 119909

119888was used in the test

statisticTo an event of 119862 type when any of these four tests (N2

N8 N14 or N15) was applied the outcome was called either aspurious type II error probability (120587

119863119862) if the test was not

significant or a spurious power (120587119863119862

) if it was significant(Table 1) For this decision the calculated test statistic TN(TN2 TN8 TN14 or TN15) for a sample was compared withthe respective CV

99[19 20] If TN leCV

99 the outcome of the

test was considered as not significant else when TN gt CV99

the outcome of the test was considered as significant (Table 1)Similarly to an event of 119862 type when a discordancy test

was applied the outcome was either a nonspurious type IIerror probability (120587

119863119862) if the test was not significant or a

nonspurious power (120587119863119862

) if the test was significant (Table 1)If 120575 = 0 or 120576 = plusmn1 (the contaminant 119909

119888absent)

and a discordancy test was applied to the ordered array119909(1)

119909(2)

119909(3)

119909(119899minus2)

119909(119899minus1)

119909(119899)

to evaluate the extremeobservation 119909

(119899)or 119909(1) the outcome would either be a

true negative (the respective probability 120587119863) if the test was

not significant that is if it failed to detect 119909(119899)

or 119909(1)

asdiscordant or a type I error (probability 120587

119863) if the test was

significant that is it succeeded in detecting 119909(119899)

or 119909(1)

asdiscordant (Table 1)

4 Test Performance Criteria

Hayes and Kinsella [7] documented that a good discordancytest would be characterized by a high nonspurious powerprobability (high120587

119863119862) a low spurious power probability (low

120587119863119862

) and a low nonspurious type II error probability (low120587119863119862

)Hayes and Kinsella [7] defined the Power of Test (Ω) as

Ω = 120587119863119862

+ 120587119863119862

(5)

Similarly they also defined the Test Performance Crite-rion 120587

119863|119862(which is equivalent to the probability P5 of Barnett

and Lewis [1]) or the Conditional Power as

120587119863|119862

= P5 =120587119863119862

(120587119863119862

+ 120587119863119862

) (6)

5 Optimum Replications

The optimum replications (119872) required for minimizingthe errors of Monte Carlo simulations were decided fromrepresentative results summarized in Figures 1 and 2 inwhichthe vertical error bar represents total uncertainty at 99 con-fidence level (119906

99 equivalent to 99confidence interval of the

mean) for 102 simulation experiments For example for 119899 = 5

and 120575 = 10 Power of TestΩ is plotted in Figures 1(a)ndash1(d) as a

4 The Scientific World Journal

04858

04860

04862

04864

04866

0 5E6 1E7 15E7 2E7

M

N2 (E5 minus 55E6)

N2 (6E6 minus 2E7)

u99

Ω

(a) 119899 = 5 and 120575 = 10

04806

04808

04810

04812

04814

0 5E6 1E7 15E7 2E7

M

N8 (E5 minus 55E6)

N8 (6E6 minus 2E7)

u99

Ω

(b) 119899 = 5 and 120575 = 10

0M

04856

04858

04860

04862

04864

N14 (E5 minus 55E6)

N14 (6E6 minus 2E7)

5E6 1E7 15E7 2E7

u 99

Ω

(c) 119899 = 5 and 120575 = 10

04856

04858

04860

04862

0M

5E6 1E7 15E7 2E7

Ω

N15 (E5 minus 55E6)

N15 (6E6 minus 2E7)

u99

(d) 119899 = 5 and 120575 = 10

Figure 1 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for sample size 119899 = 5 andcontaminant parameter 120575 = 10 symbols are explained in each figure the vertical error bars represent uncertainty (119906

99) at 99 confidence

level from 102 simulations (a) test N2 (b) test N8 (c) test N14 and (d) test N15

The Scientific World Journal 5

Table 1 Sample simulation and test outcome (modified after Hayes and Kinsella [7])

Discordancy testresult

Contaminant 119909119888(119872 replications)

Present (120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1)Absent

(120575 = 0 or 120576 = 1)Contaminant 119909119888not used in a

discordancy test(119862 type event)

Contaminant 119909119888used in a

discordancy test(119862 type event)

Not significant(TN le CV99)

Spurious type II errorprobability (120587

119863119862)

(Figure 3)

Nonspurious type II errorprobability (120587

119863119862)

(Figures 5 and 7)

True negative probability(120587119863)

(Figures 3 5 and 7)

Significant(TN gt CV99)

Spurious power probability(120587119863119862

)(Figure 4)

Nonspurious power probability(120587119863119862

)(Figures 6 and 8)

Type I error probability(120587119863)

(Figures 4 6 and 8)TN calculated test statistic for a sample (TN2 TN8 TN14 or TN15) CV99 critical value for a given discordancy test at 99 confidence level

function of the replications (119872 = 100 000 to 20000000) forN2 N8 N14 and N15 AlthoughΩmean values remain prac-tically constant (within the confidence limits of the mean)for replications of about 8000000 still higher replicationsof 20000000 (Figures 1 and 2) were used in all simulationexperiments

SimilarlyΩ for all four tests as a function of replications isalso shown in Figures 2(a)ndash2(d) which allows a visual com-parison of this performance parameter for different samplesizes and 120575 values Error bars (119906

99) for the 102 simulation

experiments are not shown for simplicity but for replicationslarger than 10000000 they were certainly within the size ofthe symbols The replications of 20000000 routinely usedfor comparing the performance of discordancy tests clearlyshow that the differences amongΩ values (Figures 2(a)ndash2(d))are statistically significant at a high confidence level thatis these differences are much greater than the simulationerrors

Alternatively following Krishnamoorthy and Lian [17]the simulation error for the replications of 20000000 usedroutinely in our work can be estimated approximately as2 times radic05 times 0520000000 = 000022

Because we carried out 102 independent simulationexperiments each with 20000000 replications our sim-ulation errors were even less than the above value Thusthe Monte Carlo simulations can be considered highly pre-cise They can also be said to be highly accurate becauseour procedure was modified after the highly precise andaccurate method of Verma and Quiroz-Ruiz [21] Theseauthors had shown high precision and accuracy of each119880(0 1) and 119873(0 1) experiments and had also applied allkinds of simulated data quality tests suggested by Lawand Kelton [25] Besides in the present work a largenumber of such experiments (204 streams of 119880(0 1) and102 streams of 119873(0 1)) have been carried out Thereforeas an innovation in Monte Carlo simulations we presentthe mean (119909) values as well as the total uncertainty (119906

99)

of 102 independent experiments in terms of the confi-dence interval of the mean at the strict 99 confidencelevel

Finally in order to evaluate the test performance test N2was used as a reference and differences inmean (Δ119909N119895) valuesof the other three tests were calculated as

Δ119909N119895 = (119909N119895 minus 119909N2

119909N2) times 100 (7)

where the subscript N119895 stands for N8 N14 or N15

6 Results and Discussion

61 119862 Type and Contaminant-Absent Events According toBarnett and Lewis [1] this type of events is of no majorconcern because the contaminant 119909

119888occupies an inner

position in the ordered array and the extremeobservation119909(119899)

or 119909(1)

under evaluation from discordancy tests is a legitimateobservation An inner position of the contaminant wouldaffect much less the sample mean and standard deviation [1]For small values of 120575 or 120576 close to 0 or plusmn1 respectively mostevents generated from the Monte Carlo simulation are of 119862type The 120587

119863119862and 120587

119863119862values for 119899 = 5 to 119899 = 20 as a

function of 120575 are presented in Figures 3(a)ndash3(d) and Figures4(a)ndash4(d) respectively For 120576 these parameters behave verysimilarly and therefore the corresponding diagrams are notpresented

When the contaminant is absent (120575 = 0 or 120576 = plusmn1)the 120587

119863119862and 120587

119863119862values are close to the expected values

of 099 and 001 respectively because the discordancy testswere applied at the 99 confidence level (open circles inFigures 3(a)ndash3(d) and Figures 4(a)ndash4(d)) As 120575 changes from0 to about plusmn25 the 120587

119863119862values slightly increase from 099

to about 0996 for 119899 = 5 (Figure 3(a)) 0996 for 119899 = 10

(Figure 3(b)) 0994-0995 for 119899 = 15 (Figure 3(c)) and 0993-0994 for 119899 = 20 (Figure 3(d)) The 120587

119863119862values show the

complementary behavior (Figures 4(a)ndash4(d)) Because in thistype of events (119862) a legitimate extreme observation is beingtested our best desire is that the 120587

119863119862and 120587

119863119862values remain

close to the theoretical values of 099 and 001 respectivelyfor contaminant-absent events This is actually observed inFigures 3 and 4

6 The Scientific World Journal

Table2Non

Spurious

type

IIerrorp

robability(120587119863119862)p

aram

eter

forfou

rsinglee

xtremeo

utlierd

iscordancytests

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

50

09900

03000

00057

0990026

000

00058

00023

09900

05000

00057

000

020989994

000

00058

minus000

095

plusmn01

0989948

00000139

0989975

00000140

00027

0989950

00000140

00002

0989940

00000144

minus000

095

plusmn2

0977285

00000113

0977358

00000125

00075

0977290

00000111

00005

0977267

00000116

minus00018

5plusmn3

0961486

000

00148

0961632

000

00142

00152

0961497

000

00146

00012

0961459

000

00146

minus00028

5plusmn5

0891864

00000205

0892491

00000194

0070

0891901

00000200

000

430891823

00000208

minus000

465

plusmn6

0834635

000

00222

0835779

000

00231

0137

0834704

000

00226

00084

08346

02000

00225

minus00038

5plusmn7

07646

60000

00240

0766559

000

00257

0248

0764766

000

00250

00139

07646

61000

00237

000

025

plusmn8

0685336

00000253

0688202

00000255

0418

0685496

00000249

00234

0685401

00000247

00095

5plusmn10

0514122

00000280

0519336

00000282

101

05144

0700000292

0056

0514394

00000287

0053

5plusmn12

035110

3000

00258

0358468

000

00275

210

0351500

000

00257

0113

0351629

000

00258

0150

5plusmn15

0165615

000

00194

01740

53000

00215

51

0166070

000

00196

0275

0166367

000

00196

045

5plusmn18

0062959

000

00126

0069566

000

00148

105

0063321

000

00127

058

0063618

000

00134

105

5plusmn20

0029322

000

00082

0033997

000

00089

159

0029577

000

00084

087

0029815

000

00081

168

100

09900

08000

00057

09900

41000

00057

00034

09900

03000

00054

minus000

060990025

000

00059

00017

10plusmn01

0989851

00000197

0989888

00000173

00037

0989844

00000207

minus000

060989869

000

00195

00019

10plusmn1

0978810

00000183

0979321

00000174

0052

0978911

00000179

00103

0978879

00000188

00070

10plusmn2

0949169

00000168

0951501

00000163

0246

0949704

00000165

0056

0949433

00000175

00279

10plusmn3

0878974

00000199

0886717

00000192

088

0880804

00000197

0208

0879762

00000202

0090

10plusmn4

0736953

000

00241

0756911

000

00242

271

0741679

000

00266

064

0738849

000

00253

0257

10plusmn5

0523889

000

00273

0561084

000

00257

710532523

000

00263

165

0527197

000

00266

063

10plusmn6

0300940

000

00248

0349468

000

00258

161

0311799

000

00260

361

0304921

000

00249

132

10plusmn7

0136560

000

00182

0181585

000

00226

330

0146058

000

00174

700139899

000

00185

244

10plusmn8

004

8488

00000122

0079155

00000144

6300544

2200000118

122

0050495

00000130

414

10plusmn9

0013431

000

00074

0029234

000

00092

1180016139

000

00075

202

0014300

000

00074

65

10plusmn10

0002900

000

00031

000

9248

000

00056

219

0003821

000

00036

318

0003180

000

00030

9610

plusmn11

000

0489

000

00013

0002529

000

00029

418

000

0726

000

00016

49000

0556

000

00014

138

150

0989998

0000006

0990015

00000062

00017

098998

00000061

minus00018

0989989

0000006

minus00010

15plusmn01

0989768

00000204

0989811

00000210

00044

0989766

00000209

minus00002

0989759

00000200

minus000

0915

plusmn05

0985307

00000236

0985665

00000202

00364

0985507

00000249

00204

0985345

00000240

00039

15plusmn2

0974943

00000225

0976229

00000186

0132

0975702

00000241

0078

0975113

00000236

00174

15plusmn5

0932551

000

00202

0938851

000

00184

068

09360

96000

00207

0380

0933417

000

00206

0093

15plusmn4

0827672

000

00245

0848433

000

00236

251

0838586

000

00251

132

0830350

000

00236

0324

15plusmn45

0621647

000

00288

0669717

000

00270

77064

4852

000

00332

373

0627283

000

00285

091

15plusmn5

0487591

000

00276

0550018

000

00319

128

0516243

000

00322

59

0494476

000

00290

141

15plusmn5

0351577

000

00269

0423601

000

00266

205

0382834

000

00290

89

0358972

000

00287

210

15plusmn6

0137443

000

00198

0204194

000

00211

490162735

000

00196

184

0143150

000

00201

415

15plusmn7

0035757

000

00093

0074779

00000144

109

004

8090

00000112

345

0038352

00000098

7315

plusmn8

000

6107

000

00043

002118

4000

00094

249

000

9822

000

00054

61000

6819

000

0004

2117

15plusmn9

000

0682

000

00015

000

4748

000

00039

600

0001393

000

00019

104

000

0802

000

00017

176

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

00000081

minus0051

10plusmn01

0020121

000

00216

0020050

000

00181

minus0352

0020131

00000218

0052

0020087

00000211

minus0169

10plusmn1

0029615

000

00189

0029124

000

00180

minus16

60029522

000

00185

minus0316

0029546

000

00193

minus0233

10plusmn2

0056182

00000169

0053967

000

00177

minus394

0055608

00000161

minus10

20056005

00000176

minus0314

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

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0038503

000

00146

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0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

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0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

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0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

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0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

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0235234

000

00250

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0235339

000

00237

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066

5plusmn8

03146

64000

00253

0311798

000

00255

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0314504

000

00249

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0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

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0718290

000

00492

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07204

82000

00517

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10plusmn15

0817312

000

00418

0805848

000

00426

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00814868

000

00429

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08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

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000

0040

8minus10

10862890

000

00426

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0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

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96000

00294

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000

00309

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10plusmn40

0934126

000

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000

00294

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000

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000

00276

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10plusmn50

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000

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000

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0946875

000

00242

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0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

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0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

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15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 4: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

4 The Scientific World Journal

04858

04860

04862

04864

04866

0 5E6 1E7 15E7 2E7

M

N2 (E5 minus 55E6)

N2 (6E6 minus 2E7)

u99

Ω

(a) 119899 = 5 and 120575 = 10

04806

04808

04810

04812

04814

0 5E6 1E7 15E7 2E7

M

N8 (E5 minus 55E6)

N8 (6E6 minus 2E7)

u99

Ω

(b) 119899 = 5 and 120575 = 10

0M

04856

04858

04860

04862

04864

N14 (E5 minus 55E6)

N14 (6E6 minus 2E7)

5E6 1E7 15E7 2E7

u 99

Ω

(c) 119899 = 5 and 120575 = 10

04856

04858

04860

04862

0M

5E6 1E7 15E7 2E7

Ω

N15 (E5 minus 55E6)

N15 (6E6 minus 2E7)

u99

(d) 119899 = 5 and 120575 = 10

Figure 1 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for sample size 119899 = 5 andcontaminant parameter 120575 = 10 symbols are explained in each figure the vertical error bars represent uncertainty (119906

99) at 99 confidence

level from 102 simulations (a) test N2 (b) test N8 (c) test N14 and (d) test N15

The Scientific World Journal 5

Table 1 Sample simulation and test outcome (modified after Hayes and Kinsella [7])

Discordancy testresult

Contaminant 119909119888(119872 replications)

Present (120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1)Absent

(120575 = 0 or 120576 = 1)Contaminant 119909119888not used in a

discordancy test(119862 type event)

Contaminant 119909119888used in a

discordancy test(119862 type event)

Not significant(TN le CV99)

Spurious type II errorprobability (120587

119863119862)

(Figure 3)

Nonspurious type II errorprobability (120587

119863119862)

(Figures 5 and 7)

True negative probability(120587119863)

(Figures 3 5 and 7)

Significant(TN gt CV99)

Spurious power probability(120587119863119862

)(Figure 4)

Nonspurious power probability(120587119863119862

)(Figures 6 and 8)

Type I error probability(120587119863)

(Figures 4 6 and 8)TN calculated test statistic for a sample (TN2 TN8 TN14 or TN15) CV99 critical value for a given discordancy test at 99 confidence level

function of the replications (119872 = 100 000 to 20000000) forN2 N8 N14 and N15 AlthoughΩmean values remain prac-tically constant (within the confidence limits of the mean)for replications of about 8000000 still higher replicationsof 20000000 (Figures 1 and 2) were used in all simulationexperiments

SimilarlyΩ for all four tests as a function of replications isalso shown in Figures 2(a)ndash2(d) which allows a visual com-parison of this performance parameter for different samplesizes and 120575 values Error bars (119906

99) for the 102 simulation

experiments are not shown for simplicity but for replicationslarger than 10000000 they were certainly within the size ofthe symbols The replications of 20000000 routinely usedfor comparing the performance of discordancy tests clearlyshow that the differences amongΩ values (Figures 2(a)ndash2(d))are statistically significant at a high confidence level thatis these differences are much greater than the simulationerrors

Alternatively following Krishnamoorthy and Lian [17]the simulation error for the replications of 20000000 usedroutinely in our work can be estimated approximately as2 times radic05 times 0520000000 = 000022

Because we carried out 102 independent simulationexperiments each with 20000000 replications our sim-ulation errors were even less than the above value Thusthe Monte Carlo simulations can be considered highly pre-cise They can also be said to be highly accurate becauseour procedure was modified after the highly precise andaccurate method of Verma and Quiroz-Ruiz [21] Theseauthors had shown high precision and accuracy of each119880(0 1) and 119873(0 1) experiments and had also applied allkinds of simulated data quality tests suggested by Lawand Kelton [25] Besides in the present work a largenumber of such experiments (204 streams of 119880(0 1) and102 streams of 119873(0 1)) have been carried out Thereforeas an innovation in Monte Carlo simulations we presentthe mean (119909) values as well as the total uncertainty (119906

99)

of 102 independent experiments in terms of the confi-dence interval of the mean at the strict 99 confidencelevel

Finally in order to evaluate the test performance test N2was used as a reference and differences inmean (Δ119909N119895) valuesof the other three tests were calculated as

Δ119909N119895 = (119909N119895 minus 119909N2

119909N2) times 100 (7)

where the subscript N119895 stands for N8 N14 or N15

6 Results and Discussion

61 119862 Type and Contaminant-Absent Events According toBarnett and Lewis [1] this type of events is of no majorconcern because the contaminant 119909

119888occupies an inner

position in the ordered array and the extremeobservation119909(119899)

or 119909(1)

under evaluation from discordancy tests is a legitimateobservation An inner position of the contaminant wouldaffect much less the sample mean and standard deviation [1]For small values of 120575 or 120576 close to 0 or plusmn1 respectively mostevents generated from the Monte Carlo simulation are of 119862type The 120587

119863119862and 120587

119863119862values for 119899 = 5 to 119899 = 20 as a

function of 120575 are presented in Figures 3(a)ndash3(d) and Figures4(a)ndash4(d) respectively For 120576 these parameters behave verysimilarly and therefore the corresponding diagrams are notpresented

When the contaminant is absent (120575 = 0 or 120576 = plusmn1)the 120587

119863119862and 120587

119863119862values are close to the expected values

of 099 and 001 respectively because the discordancy testswere applied at the 99 confidence level (open circles inFigures 3(a)ndash3(d) and Figures 4(a)ndash4(d)) As 120575 changes from0 to about plusmn25 the 120587

119863119862values slightly increase from 099

to about 0996 for 119899 = 5 (Figure 3(a)) 0996 for 119899 = 10

(Figure 3(b)) 0994-0995 for 119899 = 15 (Figure 3(c)) and 0993-0994 for 119899 = 20 (Figure 3(d)) The 120587

119863119862values show the

complementary behavior (Figures 4(a)ndash4(d)) Because in thistype of events (119862) a legitimate extreme observation is beingtested our best desire is that the 120587

119863119862and 120587

119863119862values remain

close to the theoretical values of 099 and 001 respectivelyfor contaminant-absent events This is actually observed inFigures 3 and 4

6 The Scientific World Journal

Table2Non

Spurious

type

IIerrorp

robability(120587119863119862)p

aram

eter

forfou

rsinglee

xtremeo

utlierd

iscordancytests

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

50

09900

03000

00057

0990026

000

00058

00023

09900

05000

00057

000

020989994

000

00058

minus000

095

plusmn01

0989948

00000139

0989975

00000140

00027

0989950

00000140

00002

0989940

00000144

minus000

095

plusmn2

0977285

00000113

0977358

00000125

00075

0977290

00000111

00005

0977267

00000116

minus00018

5plusmn3

0961486

000

00148

0961632

000

00142

00152

0961497

000

00146

00012

0961459

000

00146

minus00028

5plusmn5

0891864

00000205

0892491

00000194

0070

0891901

00000200

000

430891823

00000208

minus000

465

plusmn6

0834635

000

00222

0835779

000

00231

0137

0834704

000

00226

00084

08346

02000

00225

minus00038

5plusmn7

07646

60000

00240

0766559

000

00257

0248

0764766

000

00250

00139

07646

61000

00237

000

025

plusmn8

0685336

00000253

0688202

00000255

0418

0685496

00000249

00234

0685401

00000247

00095

5plusmn10

0514122

00000280

0519336

00000282

101

05144

0700000292

0056

0514394

00000287

0053

5plusmn12

035110

3000

00258

0358468

000

00275

210

0351500

000

00257

0113

0351629

000

00258

0150

5plusmn15

0165615

000

00194

01740

53000

00215

51

0166070

000

00196

0275

0166367

000

00196

045

5plusmn18

0062959

000

00126

0069566

000

00148

105

0063321

000

00127

058

0063618

000

00134

105

5plusmn20

0029322

000

00082

0033997

000

00089

159

0029577

000

00084

087

0029815

000

00081

168

100

09900

08000

00057

09900

41000

00057

00034

09900

03000

00054

minus000

060990025

000

00059

00017

10plusmn01

0989851

00000197

0989888

00000173

00037

0989844

00000207

minus000

060989869

000

00195

00019

10plusmn1

0978810

00000183

0979321

00000174

0052

0978911

00000179

00103

0978879

00000188

00070

10plusmn2

0949169

00000168

0951501

00000163

0246

0949704

00000165

0056

0949433

00000175

00279

10plusmn3

0878974

00000199

0886717

00000192

088

0880804

00000197

0208

0879762

00000202

0090

10plusmn4

0736953

000

00241

0756911

000

00242

271

0741679

000

00266

064

0738849

000

00253

0257

10plusmn5

0523889

000

00273

0561084

000

00257

710532523

000

00263

165

0527197

000

00266

063

10plusmn6

0300940

000

00248

0349468

000

00258

161

0311799

000

00260

361

0304921

000

00249

132

10plusmn7

0136560

000

00182

0181585

000

00226

330

0146058

000

00174

700139899

000

00185

244

10plusmn8

004

8488

00000122

0079155

00000144

6300544

2200000118

122

0050495

00000130

414

10plusmn9

0013431

000

00074

0029234

000

00092

1180016139

000

00075

202

0014300

000

00074

65

10plusmn10

0002900

000

00031

000

9248

000

00056

219

0003821

000

00036

318

0003180

000

00030

9610

plusmn11

000

0489

000

00013

0002529

000

00029

418

000

0726

000

00016

49000

0556

000

00014

138

150

0989998

0000006

0990015

00000062

00017

098998

00000061

minus00018

0989989

0000006

minus00010

15plusmn01

0989768

00000204

0989811

00000210

00044

0989766

00000209

minus00002

0989759

00000200

minus000

0915

plusmn05

0985307

00000236

0985665

00000202

00364

0985507

00000249

00204

0985345

00000240

00039

15plusmn2

0974943

00000225

0976229

00000186

0132

0975702

00000241

0078

0975113

00000236

00174

15plusmn5

0932551

000

00202

0938851

000

00184

068

09360

96000

00207

0380

0933417

000

00206

0093

15plusmn4

0827672

000

00245

0848433

000

00236

251

0838586

000

00251

132

0830350

000

00236

0324

15plusmn45

0621647

000

00288

0669717

000

00270

77064

4852

000

00332

373

0627283

000

00285

091

15plusmn5

0487591

000

00276

0550018

000

00319

128

0516243

000

00322

59

0494476

000

00290

141

15plusmn5

0351577

000

00269

0423601

000

00266

205

0382834

000

00290

89

0358972

000

00287

210

15plusmn6

0137443

000

00198

0204194

000

00211

490162735

000

00196

184

0143150

000

00201

415

15plusmn7

0035757

000

00093

0074779

00000144

109

004

8090

00000112

345

0038352

00000098

7315

plusmn8

000

6107

000

00043

002118

4000

00094

249

000

9822

000

00054

61000

6819

000

0004

2117

15plusmn9

000

0682

000

00015

000

4748

000

00039

600

0001393

000

00019

104

000

0802

000

00017

176

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

00000081

minus0051

10plusmn01

0020121

000

00216

0020050

000

00181

minus0352

0020131

00000218

0052

0020087

00000211

minus0169

10plusmn1

0029615

000

00189

0029124

000

00180

minus16

60029522

000

00185

minus0316

0029546

000

00193

minus0233

10plusmn2

0056182

00000169

0053967

000

00177

minus394

0055608

00000161

minus10

20056005

00000176

minus0314

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 5: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 5

Table 1 Sample simulation and test outcome (modified after Hayes and Kinsella [7])

Discordancy testresult

Contaminant 119909119888(119872 replications)

Present (120575 gt 0 120575 lt 0 120576 gt 1 or 120576 lt minus1)Absent

(120575 = 0 or 120576 = 1)Contaminant 119909119888not used in a

discordancy test(119862 type event)

Contaminant 119909119888used in a

discordancy test(119862 type event)

Not significant(TN le CV99)

Spurious type II errorprobability (120587

119863119862)

(Figure 3)

Nonspurious type II errorprobability (120587

119863119862)

(Figures 5 and 7)

True negative probability(120587119863)

(Figures 3 5 and 7)

Significant(TN gt CV99)

Spurious power probability(120587119863119862

)(Figure 4)

Nonspurious power probability(120587119863119862

)(Figures 6 and 8)

Type I error probability(120587119863)

(Figures 4 6 and 8)TN calculated test statistic for a sample (TN2 TN8 TN14 or TN15) CV99 critical value for a given discordancy test at 99 confidence level

function of the replications (119872 = 100 000 to 20000000) forN2 N8 N14 and N15 AlthoughΩmean values remain prac-tically constant (within the confidence limits of the mean)for replications of about 8000000 still higher replicationsof 20000000 (Figures 1 and 2) were used in all simulationexperiments

SimilarlyΩ for all four tests as a function of replications isalso shown in Figures 2(a)ndash2(d) which allows a visual com-parison of this performance parameter for different samplesizes and 120575 values Error bars (119906

99) for the 102 simulation

experiments are not shown for simplicity but for replicationslarger than 10000000 they were certainly within the size ofthe symbols The replications of 20000000 routinely usedfor comparing the performance of discordancy tests clearlyshow that the differences amongΩ values (Figures 2(a)ndash2(d))are statistically significant at a high confidence level thatis these differences are much greater than the simulationerrors

Alternatively following Krishnamoorthy and Lian [17]the simulation error for the replications of 20000000 usedroutinely in our work can be estimated approximately as2 times radic05 times 0520000000 = 000022

Because we carried out 102 independent simulationexperiments each with 20000000 replications our sim-ulation errors were even less than the above value Thusthe Monte Carlo simulations can be considered highly pre-cise They can also be said to be highly accurate becauseour procedure was modified after the highly precise andaccurate method of Verma and Quiroz-Ruiz [21] Theseauthors had shown high precision and accuracy of each119880(0 1) and 119873(0 1) experiments and had also applied allkinds of simulated data quality tests suggested by Lawand Kelton [25] Besides in the present work a largenumber of such experiments (204 streams of 119880(0 1) and102 streams of 119873(0 1)) have been carried out Thereforeas an innovation in Monte Carlo simulations we presentthe mean (119909) values as well as the total uncertainty (119906

99)

of 102 independent experiments in terms of the confi-dence interval of the mean at the strict 99 confidencelevel

Finally in order to evaluate the test performance test N2was used as a reference and differences inmean (Δ119909N119895) valuesof the other three tests were calculated as

Δ119909N119895 = (119909N119895 minus 119909N2

119909N2) times 100 (7)

where the subscript N119895 stands for N8 N14 or N15

6 Results and Discussion

61 119862 Type and Contaminant-Absent Events According toBarnett and Lewis [1] this type of events is of no majorconcern because the contaminant 119909

119888occupies an inner

position in the ordered array and the extremeobservation119909(119899)

or 119909(1)

under evaluation from discordancy tests is a legitimateobservation An inner position of the contaminant wouldaffect much less the sample mean and standard deviation [1]For small values of 120575 or 120576 close to 0 or plusmn1 respectively mostevents generated from the Monte Carlo simulation are of 119862type The 120587

119863119862and 120587

119863119862values for 119899 = 5 to 119899 = 20 as a

function of 120575 are presented in Figures 3(a)ndash3(d) and Figures4(a)ndash4(d) respectively For 120576 these parameters behave verysimilarly and therefore the corresponding diagrams are notpresented

When the contaminant is absent (120575 = 0 or 120576 = plusmn1)the 120587

119863119862and 120587

119863119862values are close to the expected values

of 099 and 001 respectively because the discordancy testswere applied at the 99 confidence level (open circles inFigures 3(a)ndash3(d) and Figures 4(a)ndash4(d)) As 120575 changes from0 to about plusmn25 the 120587

119863119862values slightly increase from 099

to about 0996 for 119899 = 5 (Figure 3(a)) 0996 for 119899 = 10

(Figure 3(b)) 0994-0995 for 119899 = 15 (Figure 3(c)) and 0993-0994 for 119899 = 20 (Figure 3(d)) The 120587

119863119862values show the

complementary behavior (Figures 4(a)ndash4(d)) Because in thistype of events (119862) a legitimate extreme observation is beingtested our best desire is that the 120587

119863119862and 120587

119863119862values remain

close to the theoretical values of 099 and 001 respectivelyfor contaminant-absent events This is actually observed inFigures 3 and 4

6 The Scientific World Journal

Table2Non

Spurious

type

IIerrorp

robability(120587119863119862)p

aram

eter

forfou

rsinglee

xtremeo

utlierd

iscordancytests

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

50

09900

03000

00057

0990026

000

00058

00023

09900

05000

00057

000

020989994

000

00058

minus000

095

plusmn01

0989948

00000139

0989975

00000140

00027

0989950

00000140

00002

0989940

00000144

minus000

095

plusmn2

0977285

00000113

0977358

00000125

00075

0977290

00000111

00005

0977267

00000116

minus00018

5plusmn3

0961486

000

00148

0961632

000

00142

00152

0961497

000

00146

00012

0961459

000

00146

minus00028

5plusmn5

0891864

00000205

0892491

00000194

0070

0891901

00000200

000

430891823

00000208

minus000

465

plusmn6

0834635

000

00222

0835779

000

00231

0137

0834704

000

00226

00084

08346

02000

00225

minus00038

5plusmn7

07646

60000

00240

0766559

000

00257

0248

0764766

000

00250

00139

07646

61000

00237

000

025

plusmn8

0685336

00000253

0688202

00000255

0418

0685496

00000249

00234

0685401

00000247

00095

5plusmn10

0514122

00000280

0519336

00000282

101

05144

0700000292

0056

0514394

00000287

0053

5plusmn12

035110

3000

00258

0358468

000

00275

210

0351500

000

00257

0113

0351629

000

00258

0150

5plusmn15

0165615

000

00194

01740

53000

00215

51

0166070

000

00196

0275

0166367

000

00196

045

5plusmn18

0062959

000

00126

0069566

000

00148

105

0063321

000

00127

058

0063618

000

00134

105

5plusmn20

0029322

000

00082

0033997

000

00089

159

0029577

000

00084

087

0029815

000

00081

168

100

09900

08000

00057

09900

41000

00057

00034

09900

03000

00054

minus000

060990025

000

00059

00017

10plusmn01

0989851

00000197

0989888

00000173

00037

0989844

00000207

minus000

060989869

000

00195

00019

10plusmn1

0978810

00000183

0979321

00000174

0052

0978911

00000179

00103

0978879

00000188

00070

10plusmn2

0949169

00000168

0951501

00000163

0246

0949704

00000165

0056

0949433

00000175

00279

10plusmn3

0878974

00000199

0886717

00000192

088

0880804

00000197

0208

0879762

00000202

0090

10plusmn4

0736953

000

00241

0756911

000

00242

271

0741679

000

00266

064

0738849

000

00253

0257

10plusmn5

0523889

000

00273

0561084

000

00257

710532523

000

00263

165

0527197

000

00266

063

10plusmn6

0300940

000

00248

0349468

000

00258

161

0311799

000

00260

361

0304921

000

00249

132

10plusmn7

0136560

000

00182

0181585

000

00226

330

0146058

000

00174

700139899

000

00185

244

10plusmn8

004

8488

00000122

0079155

00000144

6300544

2200000118

122

0050495

00000130

414

10plusmn9

0013431

000

00074

0029234

000

00092

1180016139

000

00075

202

0014300

000

00074

65

10plusmn10

0002900

000

00031

000

9248

000

00056

219

0003821

000

00036

318

0003180

000

00030

9610

plusmn11

000

0489

000

00013

0002529

000

00029

418

000

0726

000

00016

49000

0556

000

00014

138

150

0989998

0000006

0990015

00000062

00017

098998

00000061

minus00018

0989989

0000006

minus00010

15plusmn01

0989768

00000204

0989811

00000210

00044

0989766

00000209

minus00002

0989759

00000200

minus000

0915

plusmn05

0985307

00000236

0985665

00000202

00364

0985507

00000249

00204

0985345

00000240

00039

15plusmn2

0974943

00000225

0976229

00000186

0132

0975702

00000241

0078

0975113

00000236

00174

15plusmn5

0932551

000

00202

0938851

000

00184

068

09360

96000

00207

0380

0933417

000

00206

0093

15plusmn4

0827672

000

00245

0848433

000

00236

251

0838586

000

00251

132

0830350

000

00236

0324

15plusmn45

0621647

000

00288

0669717

000

00270

77064

4852

000

00332

373

0627283

000

00285

091

15plusmn5

0487591

000

00276

0550018

000

00319

128

0516243

000

00322

59

0494476

000

00290

141

15plusmn5

0351577

000

00269

0423601

000

00266

205

0382834

000

00290

89

0358972

000

00287

210

15plusmn6

0137443

000

00198

0204194

000

00211

490162735

000

00196

184

0143150

000

00201

415

15plusmn7

0035757

000

00093

0074779

00000144

109

004

8090

00000112

345

0038352

00000098

7315

plusmn8

000

6107

000

00043

002118

4000

00094

249

000

9822

000

00054

61000

6819

000

0004

2117

15plusmn9

000

0682

000

00015

000

4748

000

00039

600

0001393

000

00019

104

000

0802

000

00017

176

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

00000081

minus0051

10plusmn01

0020121

000

00216

0020050

000

00181

minus0352

0020131

00000218

0052

0020087

00000211

minus0169

10plusmn1

0029615

000

00189

0029124

000

00180

minus16

60029522

000

00185

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0029546

000

00193

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10plusmn2

0056182

00000169

0053967

000

00177

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0055608

00000161

minus10

20056005

00000176

minus0314

10plusmn3

0121026

000

00199

0113283

000

00192

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0119

196

000

00197

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10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

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0258321

000

00266

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00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

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046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

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50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

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0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 6: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

6 The Scientific World Journal

Table2Non

Spurious

type

IIerrorp

robability(120587119863119862)p

aram

eter

forfou

rsinglee

xtremeo

utlierd

iscordancytests

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

50

09900

03000

00057

0990026

000

00058

00023

09900

05000

00057

000

020989994

000

00058

minus000

095

plusmn01

0989948

00000139

0989975

00000140

00027

0989950

00000140

00002

0989940

00000144

minus000

095

plusmn2

0977285

00000113

0977358

00000125

00075

0977290

00000111

00005

0977267

00000116

minus00018

5plusmn3

0961486

000

00148

0961632

000

00142

00152

0961497

000

00146

00012

0961459

000

00146

minus00028

5plusmn5

0891864

00000205

0892491

00000194

0070

0891901

00000200

000

430891823

00000208

minus000

465

plusmn6

0834635

000

00222

0835779

000

00231

0137

0834704

000

00226

00084

08346

02000

00225

minus00038

5plusmn7

07646

60000

00240

0766559

000

00257

0248

0764766

000

00250

00139

07646

61000

00237

000

025

plusmn8

0685336

00000253

0688202

00000255

0418

0685496

00000249

00234

0685401

00000247

00095

5plusmn10

0514122

00000280

0519336

00000282

101

05144

0700000292

0056

0514394

00000287

0053

5plusmn12

035110

3000

00258

0358468

000

00275

210

0351500

000

00257

0113

0351629

000

00258

0150

5plusmn15

0165615

000

00194

01740

53000

00215

51

0166070

000

00196

0275

0166367

000

00196

045

5plusmn18

0062959

000

00126

0069566

000

00148

105

0063321

000

00127

058

0063618

000

00134

105

5plusmn20

0029322

000

00082

0033997

000

00089

159

0029577

000

00084

087

0029815

000

00081

168

100

09900

08000

00057

09900

41000

00057

00034

09900

03000

00054

minus000

060990025

000

00059

00017

10plusmn01

0989851

00000197

0989888

00000173

00037

0989844

00000207

minus000

060989869

000

00195

00019

10plusmn1

0978810

00000183

0979321

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0978911

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00070

10plusmn2

0949169

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0951501

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0246

0949704

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0949433

00000175

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10plusmn3

0878974

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0886717

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088

0880804

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0208

0879762

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0090

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0736953

000

00241

0756911

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00242

271

0741679

000

00266

064

0738849

000

00253

0257

10plusmn5

0523889

000

00273

0561084

000

00257

710532523

000

00263

165

0527197

000

00266

063

10plusmn6

0300940

000

00248

0349468

000

00258

161

0311799

000

00260

361

0304921

000

00249

132

10plusmn7

0136560

000

00182

0181585

000

00226

330

0146058

000

00174

700139899

000

00185

244

10plusmn8

004

8488

00000122

0079155

00000144

6300544

2200000118

122

0050495

00000130

414

10plusmn9

0013431

000

00074

0029234

000

00092

1180016139

000

00075

202

0014300

000

00074

65

10plusmn10

0002900

000

00031

000

9248

000

00056

219

0003821

000

00036

318

0003180

000

00030

9610

plusmn11

000

0489

000

00013

0002529

000

00029

418

000

0726

000

00016

49000

0556

000

00014

138

150

0989998

0000006

0990015

00000062

00017

098998

00000061

minus00018

0989989

0000006

minus00010

15plusmn01

0989768

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0989811

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00044

0989766

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minus00002

0989759

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0915

plusmn05

0985307

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0985665

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00364

0985507

00000249

00204

0985345

00000240

00039

15plusmn2

0974943

00000225

0976229

00000186

0132

0975702

00000241

0078

0975113

00000236

00174

15plusmn5

0932551

000

00202

0938851

000

00184

068

09360

96000

00207

0380

0933417

000

00206

0093

15plusmn4

0827672

000

00245

0848433

000

00236

251

0838586

000

00251

132

0830350

000

00236

0324

15plusmn45

0621647

000

00288

0669717

000

00270

77064

4852

000

00332

373

0627283

000

00285

091

15plusmn5

0487591

000

00276

0550018

000

00319

128

0516243

000

00322

59

0494476

000

00290

141

15plusmn5

0351577

000

00269

0423601

000

00266

205

0382834

000

00290

89

0358972

000

00287

210

15plusmn6

0137443

000

00198

0204194

000

00211

490162735

000

00196

184

0143150

000

00201

415

15plusmn7

0035757

000

00093

0074779

00000144

109

004

8090

00000112

345

0038352

00000098

7315

plusmn8

000

6107

000

00043

002118

4000

00094

249

000

9822

000

00054

61000

6819

000

0004

2117

15plusmn9

000

0682

000

00015

000

4748

000

00039

600

0001393

000

00019

104

000

0802

000

00017

176

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

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0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

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0936679

000

00127

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0936382

000

00134

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5plusmn20

0970678

00000082

09660

0300000089

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09704

2300000084

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0970185

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10plusmn01

0020121

000

00216

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000

00181

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0020131

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0052

0020087

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10plusmn1

0029615

000

00189

0029124

000

00180

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60029522

000

00185

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0029546

000

00193

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10plusmn2

0056182

00000169

0053967

000

00177

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0055608

00000161

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20056005

00000176

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10plusmn3

0121026

000

00199

0113283

000

00192

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0119

196

000

00197

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10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

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0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

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50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

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0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

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0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

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0314504

000

00249

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0314599

00000247

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5plusmn10

0485878

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70485593

000

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0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

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015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

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064

8371

000

00258

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5plusmn15

0834385

000

00194

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000

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10833930

000

00196

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5plusmn20

0970678

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0970185

000

00081

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000

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0010112

000

00173

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000

00207

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000

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000

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000

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10plusmn2

0050831

00000168

004

8499

00000163

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0050296

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50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

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0688201

000

00260

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50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

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0853942

000

00174

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0860101

000

00185

minus0387

10plusmn8

0951512

000

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000

00144

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0945578

000

00118

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0949505

000

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minus0211

10plusmn9

0986569

000

00074

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00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 7: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 7

Table2Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn10

000

0049

000

0000

4000

0858

000

00017

1640

000

0138

000

00007

180

000

0062

000

00005

257

200

0990017

000

00057

09900

04000

0006

minus00014

0990026

000

0006

000

0909900

04000

00059

minus00014

20plusmn01

0989743

00000259

0989771

00000248

00028

0989786

00000243

000

430989734

00000277

minus000

0920

plusmn05

09846

0000000243

0985127

00000258

0054

0985093

00000265

0050

09846

8200000246

00083

20plusmn1

0972754

00000237

0974729

00000256

0203

09744

3900000213

0173

0973084

00000225

00339

20plusmn2

0922859

000

00259

0932611

000

00219

106

0930457

000

00234

082

09244

63000

00266

0174

20plusmn3

0798422

000

00265

0829677

000

00230

391

0820494

000

00248

276

0803167

000

00283

059

20plusmn4

0561409

000

00283

0628839

000

00267

120

060

4043

000

00273

760570474

000

00288

161

20plusmn45

0415514

00000280

0498225

00000261

199

046

4616

00000262

118

0425784

00000285

247

20plusmn5

0276626

000

00244

0365289

000

00265

321

0325675

000

00297

177

0286659

000

00245

363

20plusmn6

0085535

000

00163

0152881

000

00198

790116

833

000

00185

366

0091506

000

00175

7020

plusmn7

0015809

000

00070

004

6048

000

00127

191

0026842

000

00087

700017699

000

00079

120

20plusmn8

0001716

000

00021

0010242

000

00053

500

0003921

000

00036

128

0002041

000

00025

189

20plusmn9

000

0109

000

0000

60001733

000

00024

1500

000

0366

000

00011

237

000

0139

000

00007

285

20plusmn10

000

0004

000

00001

000

0229

000

00010

5600

000

0022

000

00002

450

000

0006

000

00001

413

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

00000081

minus0051

10plusmn01

0020121

000

00216

0020050

000

00181

minus0352

0020131

00000218

0052

0020087

00000211

minus0169

10plusmn1

0029615

000

00189

0029124

000

00180

minus16

60029522

000

00185

minus0316

0029546

000

00193

minus0233

10plusmn2

0056182

00000169

0053967

000

00177

minus394

0055608

00000161

minus10

20056005

00000176

minus0314

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

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0235339

000

00237

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066

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03146

64000

00253

0311798

000

00255

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0314504

000

00249

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0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

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5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

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0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

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09704

2300000084

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0970185

000

00081

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10plusmn01

0010149

000

00197

0010112

000

00173

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0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

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0021089

000

00179

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0021121

000

00188

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10plusmn2

0050831

00000168

004

8499

00000163

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0050296

00000165

minus10

50050567

00000175

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10plusmn3

0121026

000

00199

0113283

000

00192

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0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

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00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 8: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

8 The Scientific World Journal

Table3Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0020034

000

00163

0019986

000

00163

minus0243

0020031

000

00165

minus00191

0020053

000

00167

0092

5plusmn2

0028537

000

00125

0028456

000

00128

minus0283

0028531

000

00124

minus00224

0028563

000

00127

0089

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

075

plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

000

00247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

000

00196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

00000081

minus0051

10plusmn01

0020121

000

00216

0020050

000

00181

minus0352

0020131

00000218

0052

0020087

00000211

minus0169

10plusmn1

0029615

000

00189

0029124

000

00180

minus16

60029522

000

00185

minus0316

0029546

000

00193

minus0233

10plusmn2

0056182

00000169

0053967

000

00177

minus394

0055608

00000161

minus10

20056005

00000176

minus0314

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

000

00074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0020212

000

00214

0020157

000

00214

minus0272

0020236

000

00217

0117

0020233

000

00212

0106

15plusmn05

0024306

000

00241

0023963

000

00203

minus14

10024143

000

00259

minus067

0024284

00000250

minus0091

15plusmn1

0033660

000

00236

0032450

000

00192

minus360

0032982

000

00251

minus201

0033545

000

00245

minus0341

1525

0113807

000

00218

0102067

000

00195

minus103

0107680

000

00210

minus54

0113112

000

00226

minus061

15plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus48

064

1028

000

00287

minus114

15plusmn6

0862557

000

00198

0795806

000

00211

minus774

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

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0108099

000

00200

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0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

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0165296

000

00226

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220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

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0235234

000

00250

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0235339

000

00237

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066

5plusmn8

03146

64000

00253

0311798

000

00255

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0314504

000

00249

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0314599

00000247

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5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

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0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

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5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

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0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

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09704

2300000084

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0970185

000

00081

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10plusmn01

0010149

000

00197

0010112

000

00173

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0010156

000

00207

0061

0010131

000

00195

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10plusmn1

002119

0000

00183

0020679

000

00174

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0021089

000

00179

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0021121

000

00188

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10plusmn2

0050831

00000168

004

8499

00000163

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0050296

00000165

minus10

50050567

00000175

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10plusmn3

0121026

000

00199

0113283

000

00192

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0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

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00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 9: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 9

Table3Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0020222

000

00253

0020213

000

00242

minus004

60020175

000

00238

minus0237

0020248

000

00270

0126

20plusmn05

0025049

000

00251

0024566

000

00260

minus19

30024578

000

00267

minus18

80024992

000

00255

minus0227

20plusmn1

0036024

000

00249

0034154

000

00266

minus52

0034454

000

00228

minus436

0035781

000

00235

minus067

2025

0132180

000

00257

0113955

000

00238

minus138

0119

739

000

00238

minus94

0130861

000

00269

minus10

020

plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

204

0438591

000

00283

0374722

000

00286

minus146

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 10: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

10 The Scientific World Journal

Table4TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120575

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn01

0010052

000

00139

0010025

000

00140

minus0262

0010050

000

00140

minus00153

00100

60000

00144

0085

5plusmn2

0022715

000

00113

0022642

000

00125

minus0322

0022710

000

00111

minus00212

0022733

00000116

0079

5plusmn3

0038514

000

00148

0038368

000

00142

minus0380

0038503

000

00146

minus00291

0038541

00000146

0070

5plusmn4

0065920

000

00155

0065606

000

00154

minus048

0065900

000

00155

minus00309

0065955

000

00157

0054

5plusmn5

0108136

000

00205

0107509

000

00194

minus058

0108099

000

00200

minus00351

0108177

000

00208

00379

5plusmn6

0165365

000

00222

0164221

000

00231

minus069

0165296

000

00226

minus004

220165398

000

00225

00194

5plusmn7

0235340

000

00240

0233441

000

00257

minus081

0235234

000

00250

minus0045

0235339

000

00237

minus000

066

5plusmn8

03146

64000

00253

0311798

000

00255

minus091

0314504

000

00249

minus0051

0314599

00000247

minus00206

5plusmn10

0485878

000

00280

04806

64000

00282

minus10

70485593

000

00292

minus0059

0485606

00000287

minus0056

5plusmn1017

050

044

000

00279

049

503

000

0028

7minus10

8050

014

000

0028

0minus005

9050

015

000

0028

0minus005

85

plusmn12

064

8897

000

00258

064

1532

000

00275

minus114

064

8500

000

00257

minus0061

064

8371

000

00258

minus0081

5plusmn15

0834385

000

00194

0825947

000

00215

minus10

10833930

000

00196

minus0055

0833633

00000196

minus0090

5plusmn18

0937041

000

00126

0930434

000

00148

minus071

0936679

000

00127

minus00387

0936382

000

00134

minus0070

5plusmn20

0970678

00000082

09660

0300000089

minus048

09704

2300000084

minus00263

0970185

000

00081

minus0051

10plusmn01

0010149

000

00197

0010112

000

00173

minus0364

0010156

000

00207

0061

0010131

000

00195

minus0181

10plusmn1

002119

0000

00183

0020679

000

00174

minus241

0021089

000

00179

minus048

0021121

000

00188

minus0323

10plusmn2

0050831

00000168

004

8499

00000163

minus46

0050296

00000165

minus10

50050567

00000175

minus052

10plusmn3

0121026

000

00199

0113283

000

00192

minus64

0119

196

000

00197

minus15

10120238

000

00202

minus065

10plusmn4

0263047

000

00241

0243089

000

00242

minus76

0258321

000

00266

minus18

00261151

000

00253

minus072

10plusmn5

0476111

000

00273

0438916

000

00257

minus78

046

7477

000

00263

minus18

10472803

000

00266

minus069

10plusmn5105

050

0474

000

0028

5046

1588

000

0026

1minus78

049

1473

000

00273

minus18

0049

7048

000

00272

minus068

10plusmn6

0699060

000

00248

0650532

000

00258

minus69

0688201

000

00260

minus15

50695079

000

00249

minus057

10plusmn7

0863440

000

00182

0818415

000

00226

minus52

0853942

000

00174

minus110

0860101

000

00185

minus0387

10plusmn8

0951512

000

00122

0920845

000

00144

minus322

0945578

000

00118

minus062

0949505

000

00130

minus0211

10plusmn9

0986569

000

00074

0970766

00000092

minus16

00983861

00000075

minus0274

0985700

00000074

minus0088

10plusmn10

0997100

000

00031

0990752

000

00056

minus064

0996179

000

00036

minus0092

0996820

000

00030

minus00280

10plusmn11

0999511

000

00013

0997471

000

00029

minus0204

0999274

000

00016

minus00237

0999444

000

00014

minus000

6715

plusmn01

0010232

000

00204

0010189

000

00210

minus0425

0010234

000

00209

00204

0010241

000

00200

0089

15plusmn05

0014693

000

00236

0014335

000

00202

minus244

00144

93000

00249

minus13

70014655

000

00240

minus0260

15plusmn1

0025057

000

00225

0023771

000

00186

minus51

0024298

000

00241

minus303

0024887

000

00236

minus068

15plusmn25

0109047

000

00212

0097138

000

00185

minus109

0102549

000

00212

minus60

0107459

000

00213

minus14

615

plusmn3

0172328

000

00245

0151567

000

00236

minus120

0161414

000

00251

minus63

0169650

000

00236

minus15

515

plusmn4

0378353

000

00288

0330283

000

00270

minus127

0355148

000

00332

minus61

0372717

000

00285

minus14

915

plusmn446

050

1373

000

00279

043

9974

000

00313

minus122

04730

72000

00321

minus56

049

4564

000

0029

7minus13

615

plusmn5

064

8423

000

00269

0576399

000

00266

minus111

0617166

000

00290

minus482

064

1028

000

00287

minus114

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0023252

000

0040

00023052

000

00335

minus086

0023228

000

0040

0minus0106

0023210

000

00386

minus0181

10plusmn3

02300

07000

00688

0215369

000

00615

minus64

0226613

000

00671

minus14

80228723

000

00691

minus056

10plusmn5

046

6178

000

00675

044

4482

000

00696

minus47

0461346

000

00693

minus10

37046

4412

000

00674

minus0379

10plusmn54

050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

9minus096

049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

8minus073

0608161

000

00726

minus0258

10plusmn10

0729058

000

00551

0712878

000

00551

minus222

0725561

000

00548

minus048

0727835

000

00575

minus0168

10plusmn15

0824592

000

00517

0813173

000

00531

minus13

80822123

000

00498

minus0299

0823755

000

00530

minus0101

10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

minus0137

0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 11: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 11

Table4Con

tinued

119899120575

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn6

0862557

000

00198

0795806

000

00211

minus77

0837265

000

00196

minus293

0856850

000

00201

minus066

15plusmn7

0964243

000

00093

0925221

000

00144

minus405

0951910

00000112

minus12

80961648

000

00098

minus0269

15plusmn8

0993893

00000043

0978816

00000094

minus15

20990178

000

00054

minus0374

0993181

000

0004

2minus0072

15plusmn9

0999318

000

00015

0995252

000

00039

minus040

70998607

000

00019

minus0071

0999198

00000017

minus00120

15plusmn10

0999951

000

0000

40999142

000

00017

minus0081

0999862

000

00007

minus000

890999938

000

00005

minus000127

20plusmn01

0010257

000

00259

0010229

000

00248

minus0271

0010214

000

00243

minus0414

0010266

00000277

0086

20plusmn05

0015400

000

00243

0014873

000

00258

minus342

0014907

000

00265

minus320

0015318

000

00246

minus053

20plusmn1

0027246

000

00237

0025271

000

00256

minus72

0025561

000

00213

minus62

0026916

000

00225

minus12

120

plusmn25

01266

09000

00249

0108344

000

00227

minus144

0113053

000

00241

minus107

0123707

000

00263

minus229

20plusmn3

0201578

000

00265

0170323

000

00230

minus155

0179506

000

00248

minus109

0196833

000

00283

minus235

20plusmn4

0438591

000

00283

037116

1000

00267

minus154

0395957

000

00273

minus97

0429526

000

00288

minus207

20plusmn421

049

9301

000

00272

042

4653

000

0026

6minus150

0453296

000

0026

8minus92

048

9576

000

00279

minus19

520

plusmn5

0723374

000

00244

0634711

000

00265

minus123

0674325

00000297

minus68

0713341

000

00245

minus13

920

plusmn6

09144

65000

00163

0847119

000

00198

minus74

0883167

00000185

minus342

0908494

000

00175

minus065

20plusmn7

0984191

00000070

0953952

00000127

minus307

0973158

00000087

minus112

0982301

00000079

minus0192

20plusmn8

0998284

00000021

0989758

00000053

minus085

0996079

000

00036

minus0221

0997959

000

00025

minus00325

20plusmn9

0999891

000

0000

60998267

000

00024

minus0162

0999634

000

00011

minus00258

0999861

000

00007

minus000309

20plusmn10

0999996

000

00001

0999771

000

00010

minus00225

0999978

000

00002

minus000180

0999994

000

00001

minus000

017

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

5plusmn3

006

4711

000

00419

006

4385

000

00419

minus050

006

4691

000

00425

minus00304

006

4743

00000

412

0050

5plusmn5

0154521

000

00496

0153274

000

00481

minus081

01544

49000

00483

minus004

60154511

000

00480

minus000

665

plusmn7

0258413

000

00570

0256108

000

00574

minus089

0258284

000

00555

minus0050

0258324

00000568

minus00344

5plusmn10

0397926

000

00695

0394635

000

00687

minus083

0397744

000

00695

minus004

60397724

000

00691

minus0051

5plusmn129

050

175

000

00610

049

817

000

0060

9minus071

050

155

000

0059

4minus003

89050

151

000

0062

0minus004

75

plusmn15

0560321

000

00690

0556782

000

00652

minus063

0560129

000

00682

minus00341

0560080

000

00690

minus004

295

plusmn20

066

0616

000

0060

00657405

000

0060

0minus049

066

0442

000

0060

0minus00264

066

0386

000

00588

minus00347

5plusmn30

0771476

000

00629

0769007

000

00655

minus0320

0771337

000

00637

minus00181

0771296

000

0064

4minus00233

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

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61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

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0940970

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0940951

000

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5plusmn160

0955830

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00269

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0955801

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00281

minus000395

5plusmn200

0964715

000

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000

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096

4681

000

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10plusmn11

0023252

000

0040

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00335

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0023228

000

0040

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minus0181

10plusmn3

02300

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00688

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000

00615

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0226613

000

00671

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80228723

000

00691

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10plusmn5

046

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000

00675

044

4482

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0461346

000

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37046

4412

000

00674

minus0379

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050

1202

000

0066

8047

9497

000

0068

2minus433

049

6385

000

0062

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049

9458

000

00674

minus034

810

plusmn10

060

9736

000

00680

0589504

000

0064

2minus332

0605299

000

0066

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000

00726

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10plusmn10

0729058

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00551

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000

00551

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0725561

000

00548

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0727835

000

00575

minus0168

10plusmn15

0824592

000

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000

00531

minus13

80822123

000

00498

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0823755

000

00530

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10plusmn20

0872018

000

00545

0863336

000

00533

minus10

00870142

000

00543

minus0215

0871397

000

00552

minus0071

10plusmn30

0918594

000

00550

0912810

000

00579

minus063

0917335

000

00538

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0918194

000

00540

minus00435

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

000

00184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

000

00161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0024941

000

00507

0024516

000

00434

minus17

00024714

000

00454

minus091

0024907

000

00523

minus0137

15plusmn3

0315624

000

00816

0285482

000

00707

minus96

0301908

000

00791

minus435

0312616

000

00768

minus095

15plusmn44

050

5574

000

00745

047

0626

000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

minus255

05604

07000

00698

minus053

15plusmn7

0692305

000

00627

0663682

000

00610

minus413

0680599

000

00638

minus16

90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

minus271

0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

minus076

0937686

000

00478

minus0288

0940194

000

00497

minus00209

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 12: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

12 The Scientific World Journal

Table5Po

wer

ofTest(Ω

)valuesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

0020850

000

00310

0020803

000

00314

minus0227

0020844

000

00307

minus00313

0020869

000

00314

0087

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000

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0024907

000

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15plusmn3

0315624

000

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000

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0301908

000

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0312616

000

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15plusmn44

050

5574

000

00745

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000

0067

7minus69

049

0624

000

0069

7minus296

0502393

000

0070

5minus063

15plusmn5

0563420

000

00689

0529313

000

00721

minus61

0549047

000

00748

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05604

07000

00698

minus053

15plusmn7

0692305

000

00627

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000

00610

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0680599

000

00638

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90689963

000

00629

minus0338

15plusmn10

0791754

000

00591

0770289

000

00590

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0783169

000

00580

minus10

80790166

000

00564

minus0201

15plusmn15

0867777

000

00506

0853207

000

00541

minus16

80862030

000

00516

minus066

0866870

000

00525

minus0105

15plusmn20

0904654

000

00486

0893754

000

00511

minus12

00900431

000

00428

minus047

0904100

000

00549

minus0061

15plusmn30

0940391

000

0044

80933225

000

00533

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0937686

000

00478

minus0288

0940194

000

00497

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15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0229

0949688

000

00258

minus0053

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

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0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

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0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

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0806135

000

00486

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40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

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0822181

000

00431

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0822138

000

00428

minus00182

5plusmn60

0881517

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0881408

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5plusmn80

0911274

000

00321

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000

00327

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000

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5000

00311

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5plusmn120

0941005

000

00307

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000

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000

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0955830

000

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000

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000

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000

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096

4681

000

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0013593

000

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000

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000

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000

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000

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000

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000

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10plusmn5

0458753

000

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000

0066

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0453946

000

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50456939

000

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minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

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049

776

000

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10plusmn7

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000

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000

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000

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060

0766

000

00684

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0721760

000

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000

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000

00492

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82000

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000

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000

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000

00429

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08164

20000

00412

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10plusmn20

0864739

000

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000

0040

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10862890

000

00426

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0864058

000

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10plusmn30

0911335

000

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000

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09100

96000

00294

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0910883

000

00309

minus0050

10plusmn40

0934126

000

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000

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000

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000

00276

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000

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000

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000

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minus00374

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10plusmn150

0982843

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10plusmn200

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00000143

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6715

plusmn11

0015232

000

00509

0014804

000

00414

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0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

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0596262

000

00581

minus079

20plusmn7

0721004

000

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0687842

000

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000

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minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

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80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

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000

00255

minus0092

20plusmn40

0956868

000

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0950924

000

00258

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000

00219

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0956225

000

00226

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20plusmn60

0971612

00000209

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00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

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20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

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20plusmn140

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minus0168

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00000139

minus0090

0987837

000

00128

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20plusmn200

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000

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87000

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0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 13: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 13

Table5Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

00000200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

00000137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0025959

000

0060

00025296

000

00570

minus2551

0025396

000

00534

minus217

0025877

000

00610

minus0313

20plusmn3

0362436

000

00753

0321879

000

00782

minus112

0338086

000

00708

minus67

0357843

000

00754

minus12

720

plusmn4

050

9029

000

0067

7046

5277

000

0066

1minus86

048

4093

000

0069

1minus49

050

4506

000

0064

9minus089

20plusmn5

060

9022

000

00669

0567957

000

00706

minus67

0586331

000

00707

minus373

0605042

000

00639

minus065

20plusmn7

0728947

000

00692

0695836

000

00693

minus45

0711240

000

0064

0minus243

0726084

000

00696

minus0393

20plusmn10

0818758

000

00462

07944

79000

00533

minus297

0806135

000

00486

minus15

40816978

000

00476

minus0217

20plusmn15

0886139

00000424

0869861

00000430

minus18

40877932

000

0046

8minus093

0885261

00000

465

minus0099

20plusmn20

0918508

000

00399

0906382

000

0044

6minus13

20912559

000

00407

minus065

0918085

000

00427

minus004

620

plusmn30

0949667

000

00432

0941715

000

00507

minus084

0945966

000

00481

minus0390

0949717

000

00506

00053

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

100000210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

00000170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

00000128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 14: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

14 The Scientific World Journal

Table6TestPerfo

rmance

Criterio

nP5

(120587119863|119862)v

aluesfor

four

singlee

xtremeo

utlierd

iscordancytests

asafun

ctionof

120576

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

5plusmn11

001110

6000

00274

0011080

000

00273

minus0237

001110

1000

00274

minus004

250011115

00000280

0076

5plusmn3

0056787

00000393

0056474

00000387

minus055

0056768

00000397

minus00321

0056810

000

00382

004

085

plusmn5

0146913

000

00462

0145680

000

00452

minus084

0146842

000

00447

minus004

80146893

000

00452

minus00131

5plusmn7

0250890

000

00523

0248598

000

00537

minus091

0250762

000

00512

minus0051

0250790

00000524

minus00397

5plusmn10

03904

62000

00624

0387183

000

00608

minus084

0390280

000

00627

minus0047

0390249

000

00624

minus0055

5plusmn131

050

043

000

0054

4049

686

000

00559

minus071

050

023

000

0054

4minus004

06050

018

000

00553

minus005

05

plusmn15

0552883

000

00554

0549351

000

00535

minus064

0552692

000

00547

minus00346

0552630

000

00551

minus004

65

plusmn20

0653179

000

00491

0649982

000

00501

minus049

0653009

000

00491

minus00262

0652941

000

00480

minus00365

5plusmn30

07640

71000

00476

0761610

000

0046

4minus0322

0763935

000

00480

minus00178

0763882

000

00487

minus00248

5plusmn40

0822288

000

00430

0820357

000

0044

2minus0235

0822181

000

00431

minus00130

0822138

000

00428

minus00182

5plusmn60

0881517

00000389

0880180

00000385

minus0152

0881443

00000392

minus00084

0881408

00000394

minus00124

5plusmn80

0911274

000

00321

0910263

000

00327

minus0111

0911218

000

00324

minus000

61091119

5000

00311

minus00087

5plusmn120

0941005

000

00307

0940328

000

00307

minus0072

0940970

00000306

minus000371

0940951

000

00306

minus00058

5plusmn160

0955830

000

00281

0955330

000

00269

minus0052

0955801

00000285

minus000302

0955792

000

00281

minus000395

5plusmn200

0964715

000

00244

0964312

000

00248

minus00417

0964693

000

00241

minus000226

096

4681

000

00242

minus000345

10plusmn11

0013593

000

00385

0013418

000

00340

minus12

90013562

000

00384

minus0227

0013564

000

00378

minus0209

10plusmn3

0222304

000

00659

0207623

000

00591

minus66

0218930

000

00661

minus15

20220981

000

00656

minus060

10plusmn5

0458753

000

00661

0437008

000

0066

8minus47

0453946

000

00689

minus10

50456939

000

00667

minus0395

10plusmn541

049

9554

000

0066

8047

7805

000

0068

2minus435

049

4764

000

0062

9minus096

049

776

000

00674

minus0359

10plusmn7

0602388

000

00651

0582111

000

00625

minus337

0597979

000

00649

minus073

060

0766

000

00684

minus0269

10plusmn10

0721760

000

00501

0705530

000

00527

minus225

0718290

000

00492

minus048

07204

82000

00517

minus0177

10plusmn15

0817312

000

00418

0805848

000

00426

minus14

00814868

000

00429

minus0299

08164

20000

00412

minus0109

10plusmn20

0864739

000

00433

0856024

000

0040

8minus10

10862890

000

00426

minus0214

0864058

000

00439

minus0079

10plusmn30

0911335

000

00299

0905514

000

00319

minus064

09100

96000

00294

minus0136

0910883

000

00309

minus0050

10plusmn40

0934126

000

00272

0929776

000

00294

minus047

0933203

000

00279

minus0099

0933789

000

00276

minus00360

10plusmn50

0947611

000

00234

0944143

000

00241

minus0366

0946875

000

00242

minus0078

0947342

00000238

minus00284

10plusmn100

0974142

00000183

0972421

00000184

minus0177

0973777

00000185

minus00374

0974010

00000184

minus00136

10plusmn150

0982843

00000161

0981700

00000168

minus0116

0982600

00000166

minus00247

0982756

00000161

minus00089

10plusmn200

0987171

00000142

0986318

00000144

minus0086

0986991

00000138

minus00183

0987105

00000143

minus000

6715

plusmn11

0015232

000

00509

0014804

000

00414

minus281

0014971

000

0044

2minus17

10015180

000

00518

minus0340

15plusmn3

0307670

000

00774

0277454

000

00694

minus98

0293796

000

00758

minus45

0304363

000

00734

minus10

815

plusmn45

050

8306

000

0069

30473352

000

0062

7minus69

049

3247

000

0068

6minus296

050

4762

000

00674

minus070

15plusmn5

0555712

000

0064

40521524

000

00708

minus62

054114

7000

00721

minus262

0552297

000

0066

4minus061

15plusmn7

06846

63000

00590

0655963

000

00589

minus419

0672765

00000603

minus174

0681886

000

00602

minus040

615

plusmn10

0784156

000

00518

0762607

000

00574

minus275

0775363

000

00548

minus112

0782114

000

00522

minus0260

15plusmn15

0860198

000

00416

0845545

000

0044

4minus17

00854249

000

00423

minus069

0858831

000

00422

minus0159

15plusmn20

0897091

00000348

0886105

00000350

minus12

20892656

000

00352

minus049

08960

63000

00350

minus0115

15plusmn30

0932834

000

00271

0925572

000

00285

minus078

0929908

000

00291

minus0314

0932159

000

00271

minus0072

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 15: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 15

Table6Con

tinued

119899120576

Disc

ordancytests

N2

N8

N14

N15

119909N2

(11990699) N

2119909N8

(11990699) N

8Δ119909N8

119909N14

(11990699) N

14Δ119909N14

119909N15

(11990699) N

15Δ119909N15

15plusmn40

0950189

000

00256

0944782

000

00263

minus057

0948017

000

00256

minus0228

0949688

000

00258

minus0053

15plusmn60

0967191

000

00212

0963613

000

00224

minus0370

0965751

000

00218

minus0149

0966859

000

00207

minus00343

15plusmn80

0975546

00000199

0972878

00000213

minus0274

09744

7500000198

minus0110

0975299

000

00200

minus00253

15plusmn140

0986132

00000140

0984621

00000148

minus0153

0985524

000

00143

minus0062

0985992

000

00137

minus00142

15plusmn200

0990334

00000113

0989278

00000127

minus0107

0989908

00000116

minus004

290990235

000

00116

minus000

9920

plusmn11

0016228

000

00577

0015531

000

00546

minus429

0015647

000

00516

minus358

0016119

00000580

minus067

20plusmn3

0354224

000

00726

0313612

000

00769

minus115

0329474

000

00698

minus70

0349056

000

00732

minus14

620

plusmn4

050

0954

000

0063

9045

7154

000

00653

minus87

0475548

000

0065

1minus51

049

5727

000

0062

0minus10

420

plusmn5

0601015

000

00617

0559904

000

00661

minus68

0577809

000

00665

minus386

0596262

000

00581

minus079

20plusmn7

0721004

000

00628

0687842

000

00622

minus46

0702741

000

00577

minus253

0717289

000

00637

minus052

20plusmn10

0810844

000

0044

80786525

000

0046

8minus30

0797652

000

00469

minus16

30808171

000

00433

minus0330

20plusmn15

0878244

000

00370

0861918

000

00398

minus18

60869456

000

00419

minus10

008764

61000

00382

minus0203

20plusmn20

0910617

000

00332

0898443

000

00353

minus13

409040

86000

00333

minus072

0909299

000

00325

minus0145

20plusmn30

0941779

000

00246

0933781

000

00270

minus085

0937486

000

00248

minus046

0940911

000

00255

minus0092

20plusmn40

0956868

000

00229

0950924

000

00258

minus062

0953687

000

00219

minus0332

0956225

000

00226

minus0067

20plusmn60

0971612

00000209

0967685

00000218

minus040

40969514

000

00209

minus0216

097119

1000

00210

minus00434

20plusmn80

0978856

00000170

0975928

00000185

minus0299

0977289

00000179

minus0160

0978541

000

00170

minus00322

20plusmn140

0988015

00000127

0986356

00000127

minus0168

0987127

00000139

minus0090

0987837

000

00128

minus00181

20plusmn200

0991646

000

00107

09904

87000

00113

minus0117

0991025

000

00109

minus0063

0991520

000

00113

minus00126

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 16: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

16 The Scientific World Journal

0480

0482

0484

0486

Ω

0 5E6 1E7 15E7 2E7

M

(a) 119899 = 5 and 120575 = 10

0966

0968

0970

0972

0 5E6 1E7 15E7 2E7

M

Ω

(b) 119899 = 5 and 120575 = 20

056

058

060

062

064

066

Ω

0 5E6 1E7 15E7 2E7

M

N2N8

N14N15

(c) 119899 = 15 and 120575 = 5

N2N8

N14N15

0 5E6 1E7 15E7 2E7

M

10002

09999

09996

09993

09990

Ω

(d) 119899 = 15 and 120575 = 10

Figure 2 Determination of optimum simulation replication (119872) for Power of Test (Ω) as a function of replications for all tests N2 N8 N14and N15 symbols are explained in each figure (a) Sample size 119899 = 5 and contaminant parameter 120575 = 10 (b) 119899 = 5 and 120575 = 20 (c) 119899 = 15 and120575 = 5 and (d) 119899 = 15 and 120575 = 10

62 119862 Type and Contaminant-Absent Events The 119862 typeevents are of major consequence for sample statistical param-eters In such events because the contaminant 119909

119888occupies

an extreme outlying position (119909(119899)

or 119909(1)) in an ordered data

array it is desirable that the discordancy tests detect thiscontaminant observation as discordant The 120587

119863119862and 120587

119863119862

values for 119899 = 5 to 119899 = 20 as a function of 120575 are presentedin Figures 5(a)ndash5(d) and Figures 6(a)ndash6(d) respectivelySimilarly these values as a function of 120576 are shown in Figures7(a)ndash7(d) and Figures 8(a)ndash8(d) respectively

For uncontaminated samples (120575 = 0 in Figures 5(a)ndash5(d)and Table 2 or 120576 = plusmn1 in Figures 7(a)ndash7(d)) the probability

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 17: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 17

0 1 2

0990

0992

0994

0996

0998

minus2 minus1

120575

120587DC

(a) 119899 = 5

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

120587DC

(b) 119899 = 10

0990

0992

0994

0996

0998

0 1 2minus2 minus1

N2N8

N14N15

120575

120587DC

(c) 119899 = 15

0990

0992

0994

0996

0998

0 1 2minus2 minus1

120575

N2N8

N14N15

120587DC

(d) 119899 = 20

Figure 3 Spurious type II error probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

120587119863119862

values were close to the theoretical value of 099 (whichcorresponds to the confidence level used for each test)Similarly for such samples 120587

119863119862values for all sample sizes

were close to the theoretical value of 001 (complement of 099is 001 Figures 6 and 8)

A complementary behavior of 120587119863119862

and 120587119863119862

exists forall other 120575 or 120576 values as well (Figures 5 and 7 or Figures 6and 8) Thus for all tests 120587

119863119862decreases sharply from 099

for 120575 = 0 to very small values of about 003 for 120575 = plusmn20

and 119899 = 5 to about 001ndash003 for 120575 = plusmn9 and 119899 = 10to about 0006ndash002 for 120575 = plusmn8 and 119899 = 15 and to about0001ndash001 for 120575 = plusmn8 and 119899 = 20 (Table 2 Figures 5(a)ndash5(d))On the contrary 120587

119863119862increases very rapidly from very small

values of 001 to close to the maximum theoretical value of099 (see the complementary behavior 120587

119863119862in Figures 6(a)ndash

6(d) and Figures 5(a)ndash5(d))These probability (120587119863119862

and 120587119863119862

)

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 18: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

18 The Scientific World Journal

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120587DC

120575

(a) 119899 = 5

0 1 2minus2 minus1

120575

0000

0002

0004

0006

0008

0010

120587DC

(b) 119899 = 10

0000

0002

0004

0006

0008

0010

0 1 2minus2 minus1

120575

N8N14N15

N2

120587DC

(c) 119899 = 15

0000

0002

0004

0006

0008

0010

N8N14N15

0 1 2minus2 minus1

120575

N2

120587DC

(d) 119899 = 20

Figure 4 Spurious power probability (120587119863119862

) as a function of 120575 from minus25 to +25 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

values show a similar behavior for larger values of 120576 thanfor 120575 (compare Figures 7 and 8 with Figures 5 and 6 resp)There are some differences in these probability values amongthe different tests (Table 2 Figures 5ndash8) but theywill be betterdiscussed for the test performance criteria

63 Test Performance Criteria (Ω and 120587119863|119862) These two

parameters are plotted as a function of 120575 and 120576 in Figures 9

10 11 and 12 and the most important results are summarizedin Tables 3ndash6 For a good test both Ω (120587

119863119862+ 120587119863119862

(5)) and120587119863|119862

(6) should be large [1 7] Values of both performancecriteria (Ω and 120587

119863|119862) increase as 120575 or 120576 values depart from

the uncontaminated values of 120575 = 0 or 120576 = plusmn1 (Figures 9ndash12 Tables 3ndash6) HoweverΩ and 120587

119863|119862increase less rapidly for

smaller 119899 than for larger 119899 For 119899 = 5 even for 120575 = plusmn20 or120576 = plusmn200 none of the two parameters truly reaches the max-imum theoretical value of 099 (Figure 9(a) to Figure 12(a))

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 19: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 19

0 5 10 15 20

00

02

04

06

08

10120587DC

120575

minus20 minus15 minus10 minus5

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20

120587DC

120575

minus20 minus15 minus10 minus5

N8N14N15

N2

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 5 Nonspurious type II error probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For larger 119899 (10ndash20) however both Ω and 120587119863|119862

get close tothis value for all tests and for much smaller values of 120575 or 120576

than themaximumvalues of 20 and 200 respectively (Figures9(b)ndash9(d) to Figures 12(b)ndash12(d) Tables 3ndash6)

The performance differences of the four tests are nowbriefly discussed in terms of both 120575 and 120576 as well as 119899The totaluncertainty 119906

99values of the simulations are extremely small

(the error is at the fifth or even sixth decimal place Tables 3ndash6) Therefore most differences among the tests (Δ119909N8 for test

N8 Δ119909N14 for test N14 and Δ119909N15 for test N15 all percentdifferences are with respect to test N2 see (7)) are statisticallysignificant (Tables 3ndash6) A negative value of Δ119909N119895 (where N119895

stands for N8 N14 or N15) means that Ω or 120587119863|119862

value fora given test (N8 N14 or N15) is less than that of test N2implying a worse performance of the given test as comparedto test N2 whereas a positive value of Δ119909N119895 signifies justthe opposite Note that test N2 is chosen as a reference testbecause it shows generally the best performance (values of

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 20: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

20 The Scientific World Journal

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(a) 119899 = 5

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

120587DC

(b) 119899 = 10

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(c) 119899 = 15

00

02

04

06

08

10

0 5 10 15 20120575

minus20 minus15 minus10 minus5

N8N14N15

N2

120587DC

(d) 119899 = 20

Figure 6 Nonspurious power probability (120587119863119862

) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 120587119863119862

values foruncontaminated samples (120575 = 0) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Δ119909N119895 aremostly negative in Tables 3ndash6) Additional fine-scalesimulations were also carried out for which both Ω and 120587

119863|119862

become about 05 for the reference test N2 (05 is about thehalf of the maximum value of one for Ω or 120587

119863|119862) Hence the

values of Ω and 120587119863|119862

can be visually compared in Tables 3ndash6(see the rows in italic font)

For 119899 = 5 all tests show rather similar performancebecause the maximum difference (Δ119909N119895) is only about minus11for N8 (as compared to N2) and lt minus01 for N14 and N15

(see the first set of rows corresponding to 119899 = 5 in Tables3ndash6) Test N2 shows Ω = 050044 for 120575 = plusmn1017 whereastests N8 N14 and N15 haveΩ values of 049503 050014 and050015 respectively (Table 3)The respectiveΔ119909N119895 values areabout minus11 minus006 and minus006 (Table 3) Practically thesame results are valid for 120587

119863|119862as well (see the row in italic

font in Table 4) Similar results were documented for Ω and120587119863|119862

as a function of 120576 (rows for 120576 = plusmn129 or plusmn131 in Tables5 and 6 resp)

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 21: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 21

0 100 200

00

02

04

06

08

10120587DC

120576

minus200 minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

(b) 119899 = 10

0 100 200120576

minus200 minus100

00

02

04

06

08

10

120587DC

N8N14N15

N2

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

120587DC

120576

minus200 minus100

N8N14N15

N2

(d) 119899 = 20

Figure 7 Nonspurious type II error probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

For 119899 = 10 Dixon test N8 becomes considerablyless efficient than Grubbs test N2 because the Δ119909N8 valuesbecome as low as minus78 for 120575 = plusmn5 or minus64 for 120576 = plusmn3

(Tables 3ndash6) Skewness test N14 also shows slightly lowerΩ and 120587

119863|119862than N2 (Δ119909N14 = minus18 for 120575 = plusmn4- plusmn 5

or Δ119909N14 = minus15 for 120576 = plusmn3 Tables 3ndash6) Kurtosis testN15 shows a similar performance as test N2 the maximumdifference Δ119909N15 is about 07 (Tables 3ndash6) For 119899 = 10 test

N2 shows Ω = 05 (or 120587119863|119862

= 05) for 120575 = plusmn5105for this case the other three tests (N8 N14 and N15) showΔ119909N119895 values of about minus78 minus18 and minus07 (Tables 3and 4) Similarly for such cases Ω and 120587

119863|119862show Δ119909N8

Δ119909N14 and Δ119909N15 values of about minus43 minus10 and minus04respectively

For 119899 = 15 and 119899 = 20 test N8 shows the worstperformance and the Δ119909N8 values become as large as minus122

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 22: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

22 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100minus200

120587DC

120576

N2N8

N14N15

(c) 119899 = 15

N2N8

N14N15

0 100 200minus100minus200

120576

00

02

04

06

08

10

120587DC

(d) 119899 = 20

Figure 8 Nonspurious power probability (120587119863119862

) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 120587119863119862

values for uncontaminated samples (120576 = plusmn1) are shown by open circles (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

to minus155 for 120575 (Tables 3 and 4) or minus98 to minus115 for 120576

(Tables 5 and 6) For these sample sizes test N14 also showsa worse performance as compared to N2 because the max-imum differences represented by Δ119909N14 values are aboutminus63 tominus109 for 120575 (Tables 3 and 4) orminus45 tominus70 for 120576(Tables 5 and 6) Test N15 shows a comparable performancebecause the maximum differences (Δ119909N15 values) are aboutminus15 to minus24 for 120575 (Tables 3 and 4) or minus11 to minus15 for

120576 (Tables 5 and 6) For 119899 = 15 and 119899 = 20 when test N2shows Ω = 05 or 120587

119863|119862= 05 the Δ119909N8 Δ119909N14 and Δ119909N15

values range from about minus69 to minus150 minus30 to minus92and minus06 to minus19 respectively

The significantly lower Ω and 120587119863|119862

values of the Dixontest N8 as compared to the Grubbs test N2 skewness test N14and kurtosis test N15 may be related to the masking effect ofthe penultimate observation 119909

(119899minus1)on 119909(119899)

or of 119909(2)

on 119909(1)

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 23: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 23

0 5 10 15 20

00

02

04

06

08

10

minus20 minus15

Ω

minus5minus10

120575

(a) 119899 = 5

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

(b) 119899 = 10

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

Ω

0 5 10 15 20minus20 minus15 minus5minus10

120575

N2N8

N14N15

(d) 119899 = 20

Figure 9 Power of Test (Ω) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d)119899 = 20

as documented by Barnett and Lewis [1] The masking effectmay also be responsible for a somewhat worse performanceof N14 as compared to N2

64 Final Remarks The two performance criteria (Ω and120587119863|119862

) [1 7] used in this work provide similar estimates(Tables 3ndash6) and more importantly similar conclusionsTherefore any of them can be used to evaluate numer-ous other discordancy tests for single or multiple outliers[1 26ndash28] The main result of Monte Carlo simulations

concerning the performance of the single extreme outlierdiscordancy tests could be stated as follows N2 cong N15 gt

N14 gt N8Additional simulation work is required to evaluate other

discordancy tests such as the single upper or lower outliertests as well as more complex statistical contaminationinvolving two or more discordant outliers and the compar-ison of consecutive application of single outlier discordancytests with multiple outlier tests [1 7 26ndash28] Then the multi-ple test method initially proposed by Verma [29] and used by

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 24: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

24 The Scientific World Journal

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

(a) 119899 = 5

0 100 20000

02

04

06

08

10

minus100

120576

minus200

Ω

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(c) 119899 = 15

0 100 200

00

02

04

06

08

10

minus100

120576

minus200

Ω

N2N8

N14N15

(d) 119899 = 20

Figure 10 Power of Test (Ω) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8 N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c)119899 = 15 and (d) 119899 = 20

many researchers [30ndash35] would be substantially improvedfor subsequent applicationsThese performance results couldthen be incorporated in new versions of the computerprograms DODESSYS [36] TecD [37] and UDASYS [38]

7 Conclusions

Our simulation study clearly shows that Dixon test N8performs less well than the other three extreme single

outlier tests (Grubbs N2 skewness N14 and kurtosis N15)Both performance parameters (the Power of Test Ω and TestPerformance Criterion 120587

119863|119862) have up to about 16 less values

for N8 than test N2 Test N8 therefore shows the worstperformance for outlier detection For certain values of 120575 or120576 test N14 also shows lesser values of Ω and 120587

119863|119862than N2

which means that N14 is also somewhat worse than N2 Theother two tests (N2 andN15) could be considered comparablein their performance

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 25: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 25

0 5 10 15 20

00

02

04

06

08

10

minus20 minus10minus15

120575

120587DC

minus5

(a) 119899 = 5

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

(b) 119899 = 10

00

02

04

06

08

10

120587DC

0 5 10 15 20minus20 minus10minus15

120575

minus5

N2N8

N14N15

(c) 119899 = 15

00

02

04

06

08

10

120587DC

N2N8

N14N15

0 5 10 15 20minus20 minus10minus15

120575

minus5

(d) 119899 = 20

Figure 11 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120575 from minus20 to +20 for all tests N2 N8 N14 and N15(a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

Conflict of Interests

The authors declare that there is no conflict of interestsregarding the publication of this paper

Acknowledgments

The computing facilities for this work were partly fromthe DGAPA-PAPIIT project IN104813 The second author

(Lorena Dıaz-Gonzalez) acknowledges PROMEP support tothe project ldquoEstadıstica computacional para el tratamientode datos experimentalesrdquo (PROMEP103-5107332) Thethird author (Mauricio Rosales-Rivera) thanks the SistemaNacional de Investigadores (Mexico) for a scholarship thatenabled him to participate in this research as Ayudantes deInvestigadorNacionalNivel III of the first author (Surendra PVerma)

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 26: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

26 The Scientific World Journal

00

02

04

06

08

10120587DC

0 100 200minus200

120576

minus100

(a) 119899 = 5

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

(b) 119899 = 10

0 100 200

00

02

04

06

08

10

minus200

120576

120587DC

minus100

N2N8

N14N15

(c) 119899 = 15

N2

0 100 200minus200

120576

00

02

04

06

08

10

120587DC

minus100

N8N14N15

(d) 119899 = 20

Figure 12 Test Performance Criterion (120587119863|119862

or Conditional Power P5) as a function of 120576 from minus1 to minus200 and +1 to +200 for all tests N2 N8N14 and N15 (a) 119899 = 5 (b) 119899 = 10 (c) 119899 = 15 and (d) 119899 = 20

References

[1] V Barnett and T Lewis Outliers in Statistical Data John Wileyamp Sons Chichester UK 3rd edition 1994

[2] W J Dixon ldquoAnalysis of extreme valuesrdquo Annals of Mathemati-cal Statistics vol 21 no 4 pp 488ndash506 1950

[3] T S Ferguson ldquoRules for rejection of outliersrdquo Revue delrsquoInstitut International de Statistique vol 29 no 3 pp 29ndash431961

[4] S S Shapiro M B Wilk and H J Chen ldquoA comparative studyof various tests for normalityrdquo Journal of American StatisticalAssociation vol 63 no 324 pp 1343ndash1371 1968

[5] D M Hawkins ldquoAnalysis of three tests for one or two outliersrdquoStatistica Nederlandica vol 32 no 3 pp 137ndash148 1978

[6] P Prescott ldquoExamination of the behavior of tests for outlierswhen more than one outlier is presentrdquo Applied Statistics vol27 no 1 pp 10ndash25 1978

[7] K Hayes and T Kinsella ldquoSpurious and non-spurious powerin performance criteria for tests of discordancyrdquo Journal of theRoyal Statistical Society Series D vol 52 no 1 pp 69ndash82 2003

[8] G L Tietjen and R H Moore ldquoSome Grubbs-type statistics forthe detection of several outliersrdquo Technometrics vol 14 no 3pp 583ndash597 1972

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013

Page 27: Comparative Performance of Four Single Extreme Outlier ... · ResearchArticle Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

The Scientific World Journal 27

[9] B Rosner ldquoOn the detection of many outliersrdquo Technometricsvol 17 no 2 pp 221ndash227 1975

[10] J P Royston ldquoThe W test for normalityrdquo Journal of the RoyalStatistical Society C vol 31 no 2 pp 176ndash180 1982

[11] J S Simonoff ldquoThe breakdown and influence properties ofoutlier rejection-plus-mean proceduresrdquo Communications inStatistics vol 16 no 6 pp 1749ndash1760 1987

[12] C E Efstathiou ldquoEstimation of type I error probability fromexperimental Dixonrsquos ldquoQrdquo parameter on testing for outlierswithin small size data setsrdquoTalanta vol 69 no 5 pp 1068ndash10712006

[13] R Gottardo A E Raftery K Y Yeung and R E BumgarnerldquoQuality control and robust estimation for cDNA microarrayswith replicatesrdquo Journal of the American Statistical Associationvol 101 no 473 pp 30ndash40 2006

[14] S Khedhiri andG EMontasser ldquoThe effects of additive outlierson the seasonal KPSS test a Monte Carlo analysisrdquo Journal ofStatistical Computation and Simulation vol 80 no 6 pp 643ndash651 2010

[15] P A Patel and J S Patel ldquoA monte carlo comparison ofsome variance estimators of the Horvitz-Thompson estimatorrdquoJournal of Statistical Computation and Simulation vol 80 no 5pp 489ndash502 2010

[16] H A Noughabi and N R Arghami ldquoMonte carlo comparisonof seven normality testsrdquo Journal of Statistical Computation andSimulation vol 81 no 8 pp 965ndash972 2011

[17] K Krishnamoorthy andX Lian ldquoClosed-form approximate tol-erance intervals for some general linearmodels and comparisonstudiesrdquo Journal of Statistical Computation and Simulation vol82 no 4 pp 547ndash563 2012

[18] S P Verma ldquoGeochemometricsrdquo Revista Mexicana de CienciasGeologicas vol 29 no 1 pp 276ndash298 2012

[19] S P Verma A Quiroz-Ruiz and L Dıaz-Gonzalez ldquoCriticalvalues for 33 discordancy test variants for outliers in normalsamples up to sizes 1000 and applications in quality control inEarth Sciencesrdquo Revista Mexicana de Ciencias Geologicas vol25 no 1 pp 82ndash96 2008

[20] S P Verma and A Quiroz-Ruiz ldquoCorrigendum to Criticalvalues for 22 discordancy test variants for outliers in normalsamples up to sizes 100 and applications in science andengineering [Revista Mexicana de Ciencias Geologicas vol 23pp 302ndash319 2006]rdquo Revista Mexicana de Ciencias Geologicasvol 28 no 1 p 202 2011

[21] S P Verma and A Quiroz-Ruiz ldquoCritical values for six Dixontests for outliers in normal samples up to sizes 100 andapplications in science and engineeringrdquo Revista Mexicana deCiencias Geologicas vol 23 no 2 pp 133ndash161 2006

[22] R Cruz-Huicochea and S P Verma ldquoNew critical values forF and their use in the ANOVA and Fisherrsquos F tests for evalu-ating geochemical reference material granite G-2 (USA) andigneous rocks from the Eastern Alkaline Province (Mexico)rdquoJournal of Iberian Geology vol 39 no 1 pp 13ndash30 2013

[23] S P Verma and R Cruz-Huicochea ldquoAlternative approach forprecise and accurate Studentrsquos t critical values in geosciencesand application in geosciencesrdquo Journal of Iberian Geology vol39 no 1 pp 31ndash56 2013

[24] F E Grubbs ldquoProcedures for detecting outlying observations insamplesrdquo Technometrics vol 11 no 1 pp 1ndash21 1969

[25] A M Law andW D Kelton Simulation Modeling and AnalysisMcGraw Hill Boston Mass USA 3rd edition 2000

[26] S P Verma L Dıaz-Gonzalez and R Gonzalez-Ramırez ldquoRel-ative efficiency of single-outlier discordancy tests for processinggeochemical data on reference materials and application toinstrumental calibrations by a weighted least-squares linearregression modelrdquo Geostandards and Geoanalytical Researchvol 33 no 1 pp 29ndash49 2009

[27] S P Verma Estadıstica Basica para el Manejo de Datos Exper-imentales Aplicacion en la Geoquımica (Geoquimiometrıa)UNAM Mexico DF 2005

[28] R Gonzalez-Ramırez L Dıaz-Gonzalez and S P VermaldquoEficiencia relativa de 15 pruebas de discordancia con 33variantes aplicadas al procesamiento de datos geoquımicosrdquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 501ndash515 2009

[29] S P Verma ldquoSixteen statistical tests for outlier detectionand rejection in evaluation of international geochemical refer-ence materials example of microgabbro PM-Srdquo GeostandardsNewsletter vol 21 no 1 pp 59ndash75 1997

[30] E Gomez-Arias J Andaverde E Santoyo and G UrquizaldquoDeterminacion de la viscosidad y su incertidumbre en fluidosde perforacion usados en la construccion de pozos geotermicosaplicacion en el campo de Los Humeros Puebla MexicordquoRevista Mexicana de Ciencias Geologicas vol 26 no 2 pp 516ndash529 2009

[31] S G Marroquın-Guerra F Velasco-Tapia and L Dıaz-Gonzalez ldquoEvaluacion estadıstica de materiales de referen-cia geoquımica del Centre de Recherches Petrographiques etGeochimiques (Francia) aplicando un esquema de deteccion yeliminacion de valores desviadosrdquoRevistaMexicana de CienciasGeologicas vol 26 no 2 pp 530ndash542 2009

[32] K Pandarinath ldquoEvaluation of geochemical sedimentary refer-ence materials of the Geological Survey of Japan (GSJ) by anobjective outlier rejection statistical methodrdquo Revista Mexicanade Ciencias Geologicas vol 26 no 3 pp 638ndash646 2009

[33] K Pandarinath ldquoClay minerals in SW Indian continental shelfsediment cores as indicators of provenance and palaeomon-soonal conditions a statistical approachrdquo International GeologyReview vol 51 no 2 pp 145ndash165 2009

[34] K Pandarinath and S K Verma ldquoApplication of four setsof tectonomagmatic discriminant function based diagrams tobasic rocks from northwest Mexicordquo Journal of Iberian Geologyvol 39 no 1 pp 181ndash195 2013

[35] M P Verma ldquoIAEA inter-laboratory comparisons of geother-mal water chemistry critiques on analytical uncertainty accu-racy and geothermal reservoir modelling of Los AzufresMexicordquo Journal of Iberian Geology vol 39 no 1 pp 57ndash722013

[36] S P Verma and L Dıaz-Gonzalez ldquoApplication of the dis-cordant outlier detection and separation system in the geo-sciencesrdquo International Geology Review vol 54 no 5 pp 593ndash614 2012

[37] S P Verma andM A Rivera-Gomez ldquoNew computer programTecD for tectonomagmatic discrimination from discriminantfunction diagrams for basic and ultrabasic magmas and itsapplication to ancient rocksrdquo Journal of Iberian Geology vol 39no 1 pp 167ndash179 2013

[38] S P Verma R Cruz-Huicochea and L Dıaz-Gonzalez ldquoUni-variate data analysis system deciphering mean compositions ofisland and continental arcmagmas and influence of underlyingcrustrdquo International Geology Review vol 55 no 15 pp 1922ndash1940 2013