Title : ( On detecting outliers in the Pareto distribution )
Authors: Mehdi Jabbari Nooghabi ,
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Abstract
In this paper, we introduce two new statistics for detecting outliers in the Pareto distribution. These new statistics are the extension of the statistics for detecting outliers in exponential and gamma distributions. In fact, we compare the power of our test statistics with the other statistics and select the best test statistic for detecting outliers in the Pareto distribution. Finally, numerical examples of different insurance claims are used to see the performance of the test.
Keywords
, Dixon\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'s statistic, JD statistic, JZ statistic, T statistic, T statistic, Pareto sample, Slippage hypothesis, Test of Chauvenet, Upper outlier, Insurance.
@article{paperid:1073227,
author = {Jabbari Nooghabi, Mehdi},
title = {On detecting outliers in the Pareto distribution},
journal = {Journal of Statistical Computation and Simulation},
year = {2019},
volume = {89},
number = {8},
month = {May},
issn = {0094-9655},
pages = {1466--1481},
numpages = {15},
keywords = {Dixon\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'s statistic; JD statistic; JZ statistic; T statistic; T statistic; Pareto
sample; Slippage hypothesis; Test of Chauvenet; Upper outlier; Insurance.},
}
%0 Journal Article
%T On detecting outliers in the Pareto distribution
%A Jabbari Nooghabi, Mehdi
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2019
