
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
August 27th, 2018, 02:52 AM  #1 
Newbie Joined: Jun 2017 From: italia Posts: 13 Thanks: 2  Distributionfree test for outliers
My data are obtained by subtracting two vector $V_{1}$ and $V_{2}$ in a 3D space: $$v=\sqrt{(V_{1_{x}}V_{2_{x}})^2+(V_{1_{y}}V_{2_{y}})^2+(V_{1_{z}}V_{2_{z}})^2}$$ I don't know the distribution of $v$, but it vaguely resembles a very longtailed lognormal distribution. Without any valid assumption, I assume an unknown distribution. My current method to find the outliers is based on the Chebyshevâ€™s inequality; I say that $v$ is an outlier if $v\bar{v} > 10 s$ (sample average and sample standard deviation). Could that method be reasonably valid? I found a paper that explains the Bootlier test to find outliers: https://www.econstor.eu/bitstream/10.../735352828.pdf, but it's not clear to me how to write a working procedure for that test. Please, could anyone explain the Bootlier test in practical terms? 
August 27th, 2018, 05:16 AM  #2  
Senior Member Joined: Oct 2009 Posts: 628 Thanks: 190  Quote:
Quote:
The bootlier is a good test, and there are R scripts written to make it work. Definitely don't write your own script, the procedures you can find online usually do the job very well. https://github.com/jodeleeuw/Bootlie...ter/bootlier.R Notice the bootlier does work well with skewed distributions, but only if you have quite a generous amount of data points. Another method you might want to try are isolation forests. This is also nondistributional and works quite well. There are a lot of methods on finding outliers nondistributionally, but I really like these two.  
August 27th, 2018, 06:32 AM  #3  
Newbie Joined: Jun 2017 From: italia Posts: 13 Thanks: 2  Quote:
Quote:
Quote:
 

Tags 
distributionfree, outliers, test 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Free program that calculate Math formulas for free  stringnumargs  Algebra  6  June 28th, 2015 04:29 PM 
free math test  Denis  Elementary Math  0  November 18th, 2012 01:03 PM 
Statistics, Outliers and Boxplot  daivinhtran  Advanced Statistics  0  September 12th, 2011 03:21 PM 
T test w/o normal distribution?  Relmiw  Advanced Statistics  4  September 12th, 2011 05:44 AM 
uniform distribution test  help  G0Y  Algebra  1  November 11th, 2008 02:24 PM 