TESTING FOR OUTLIERS BASED ON BAYES RULE

Giampaolo E. D'Errico
Abstract:
A Bayesian treatment of conjectured outlying observations is developed, using the computational device of inverse probability. The device's performance is discussed in term of posterior probability of missed or false detections. The key role of prior probability is shown through a numerical example.
Keywords:
outliers, Bayesian testing
Download:
IMEKO-WC-2009-TC21-624.pdf
DOI:
-
Event details
Event name:
XIX IMEKO World Congress
Title:

Fundamental and Applied Metrology

Place:
Lisbon, PORTUGAL
Time:
06 September 2009 - 11 September 2009