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Normality testing after outlier removal

Vanessa Berenguer‐Rico, Bent Nielsen

2023Econometrics and Statistics11 citationsDOIOpen Access PDF

Abstract

The cumulant based normality test after outlier removal is analyzed. It is shown that the standard least squares normalizations can be misleading in this context. The sample cumulants should be standardized according to the truncation imposed at the removal stage and the estimation method being used. New standardizations that lead to chi-squared inference are derived.

Topics & Concepts

NormalityOutlierTruncation (statistics)Context (archaeology)InferenceStatisticsCumulantNormality testMathematicsSample (material)Statistical hypothesis testingAlgorithmComputer scienceArtificial intelligenceGeographyChemistryArchaeologyChromatographyAdvanced Statistical Methods and ModelsAdvanced Statistical Process MonitoringScientific Measurement and Uncertainty Evaluation
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