An Empirical Bayes Approach to Outliers.

Abstract

A formulation of the problem of detecting outliers as an empirical Bayes problem is studied. In so doing what arises is a non-standard empirical Bayes problem for which the notion of average risk asymptotic optimality (a.r.a.o.) of procedures is defined. Some general theorems giving sufficient conditions for a.r.a.o. procedures are developed. These general results are then used in various formulations of the outlier problem for underlying normal distributions to give a.r.a.o., empirical Bayes procedures.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1977
Accession Number
ADA038966

Entities

People

  • Enrique De Alba
  • J. Van Ryzin

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Biomedical
  • Human Systems

DTIC Thesaurus Topics

  • Classification
  • Convergence
  • Data Science
  • Detection
  • Inequalities
  • Information Science
  • Integrals
  • Mathematics
  • Normal Distribution
  • North Carolina
  • Probability
  • Random Variables
  • Standards
  • Statistics
  • Theorems
  • Two Dimensional
  • United States

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Criminal Law
  • Mathematical Modeling and Probability Theory.