Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation

1 January 1988

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Simulation and Computation

Vol. 17 (4) , 1359-1373
https://doi.org/10.1080/03610918808812729

Abstract

The Institute of Mathematical Statistics has published a table of critical values for the multivariate extreme deviate test. However, the critical values, derived by a Monte Carlo simulation, are given for only the dimensions 2 through 5. We present new critical values for the dimensions 6 through 10, 12, 15, and 20. The results are presented in both table and graphical form. All critical values for the test statistic have been generated by a Monte Carlo simulation using 10,000 observations per case. An example is presented using the new critical values.

Keywords

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