Identifying Outliers using t Distribution

We can use the t distribution to identify outliers by means of Grubbs’ test and its extension the ESD test.

Topics

• Grubbs’ Test
• Generalized Extreme Studentized Deviate (ESD) Test
• Grubbs’ Test Data Analysis Tool

References

Wikipedia (2014) Grubbs’s test
https://en.wikipedia.org/wiki/Grubbs%27s_test

NIST (2022) Grubbs’ test for outliers
https://www.itl.nist.gov/div898/handbook/eda/section3/eda35h1.htm

Grubbs, F. E. (1950) Sample criteria for testing outlying observations The Annals of Mathematical Statistics
https://psycnet.apa.org/record/1950-04973-001