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双参数对数正态分布异常数据的检测方法
引用本文:乐立利,曾海群. 双参数对数正态分布异常数据的检测方法[J]. 数学理论与应用, 2009, 29(1): 29-32
作者姓名:乐立利  曾海群
作者单位:中南大学数学科学与计算技术学院,长沙410083
摘    要:针对双参数对数正态分布场合下的多个异常数据给出一种新的检测方法。首先由参数的BLUE导出证明了两个检验所用的枢轴量,然后通过蒙特卡罗方法模拟得到枢轴量的样本分位点表,最后用一个例子说明方法是有效可行的。

关 键 词:对数正态分布  异常数据  枢轴量BLUE  屏蔽效应

Method of Detection for Outliers in Two-parameter Lognormal Distribution
Yue Lili Zeng Haiqun. Method of Detection for Outliers in Two-parameter Lognormal Distribution[J]. Mathematical Theory and Applications, 2009, 29(1): 29-32
Authors:Yue Lili Zeng Haiqun
Affiliation:School of Mathematical Science and Computing Technology;Central South University;Changsha;410083
Abstract:A new method of detection for multiple outliers in two-par ameter lognormal distribution is discussed in this paper.On the basis of BLUE,it derives some useful Pivots for the test,and by means of Monte Carlo simulation, a table formed by sample fraction is proposed.Finally,an example is presented to explain that the new approach is feasible.
Keywords:Lognormal distribution Outlier Pivot BLUE Masking effect  
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