Summary
There exist two different possibilities for the modelling of outlier situations in statistical data: In the first case n - k observations from p.d. F are contaminated by k observations coming from p.d. G ≠ F. In the second case a p. d. produces outlying observations from itself owing to a heavy tailed distribution function.
Some of the models of the first kind are presented. Then it is shown that the definition of the outlier behaviour of single distributions by Green [11] can be reformulated in a non-asymptotic manner w.r.t. the sample size n.
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Rauhut, B. (1987). The Modelling of Outlier Situations. In: Opitz, O., Rauhut, B. (eds) Ökonomie und Mathematik. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-72672-9_30
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DOI: https://doi.org/10.1007/978-3-642-72672-9_30
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