Testing for outliers in the power-law growth parameters of sets of recurrent events data

Caroni, C

dc.contributor.author	Caroni, C	en
dc.date.accessioned	2014-03-01T01:34:44Z
dc.date.available	2014-03-01T01:34:44Z
dc.date.issued	2010	en
dc.identifier.issn	15723127	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/20825
dc.subject	Outlier	en
dc.subject	Power law	en
dc.subject	Recurrent events	en
dc.subject	Repairable systems	en
dc.title	Testing for outliers in the power-law growth parameters of sets of recurrent events data	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.stamet.2010.05.006	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.stamet.2010.05.006	en
heal.publicationDate	2010	en
heal.abstract	The problem of testing for an outlying value of the parameter β is considered when the power-law model for the intensity function λ(t)=αβtβ-1 is fitted separately to each of a set of repairable systems or other units with recurrent events data. Although an exact F statistic can be used for testing whether any specified unit is an outlier with respect to its value of β, in general the degrees of freedom differ between units so transformation to the same distribution is necessary in order to find the extreme value for testing for an outlier in any unit. Two transformations of F to standard normal are found to work well. Transformation to a completely specified distribution implies that the problems of masking and swamping do not arise in this problem. The power of one common outlier test is examined by simulation and the procedure is illustrated on a set of rainfall data. © 2010 Elsevier B.V.	en
heal.journalName	Statistical Methodology	en
dc.identifier.doi	10.1016/j.stamet.2010.05.006	en
dc.identifier.volume	7	en
dc.identifier.issue	6	en
dc.identifier.spage	632	en
dc.identifier.epage	637	en